+138.5%
WFC vs AVTR
+1.7%
+136.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +3.8% | +2.7% | +1.1% | +3.1% |
| 30D | +1.5% | +12.1% | -10.6% | -1.4% |
| 3M | +10.9% | +57.2% | -46.4% | -2.3% |
| 6M | +8.4% | +73.1% | -64.6% | -7.3% |
| YTD | -1.9% | +30.6% | -32.5% | -10.0% |
| 1Y | +12.3% | +13.5% | -1.2% | +4.7% |
| 3Y | +132.3% | -31.0% | +163.3% | +141.2% |
| 5Y | +130.1% | -63.2% | +193.3% | +183.2% |
| All | +138.5% | +1.7% | +136.8% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling