+125.6%
WFC vs AVTR
-15.7%
+141.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.7% | +3.2% | -1.4% | +1.3% |
| 30D | +6.8% | +0.5% | +6.4% | +6.7% |
| 3M | -3.0% | +12.1% | -15.1% | -4.7% |
| 6M | +15.4% | +91.2% | -75.8% | +3.0% |
| YTD | -5.9% | +36.3% | -42.2% | -11.3% |
| 1Y | +1.7% | +35.2% | -33.6% | -4.1% |
| All | +125.6% | -15.7% | +141.3% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling