+44.7%
WM vs AVTR
-15.3%
+60.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.4% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +13.7% | -0.6% | +14.3% | +13.7% |
| 3M | +5.2% | +13.4% | -8.2% | +4.8% |
| 6M | +11.2% | +87.4% | -76.2% | +9.0% |
| YTD | +9.4% | +35.9% | -26.4% | +8.6% |
| 1Y | +20.4% | +35.4% | -15.0% | +19.5% |
| 3Y | +44.7% | -16.1% | +60.8% | +44.8% |
| All | +44.7% | -15.3% | +60.0% | +44.8% |
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