+152.5%
WM vs AVTR
+2.9%
+149.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.4% | +1.5% |
| 7D | +4.5% | -9.2% | +13.7% | +5.6% |
| 30D | +16.1% | -1.9% | +17.9% | +16.3% |
| 3M | +8.0% | +13.3% | -5.3% | +6.4% |
| 6M | +8.4% | +88.1% | -79.7% | -0.1% |
| YTD | +11.2% | +32.1% | -20.9% | +6.7% |
| 1Y | +22.3% | +30.7% | -8.4% | +17.4% |
| 3Y | +50.2% | -17.6% | +67.8% | +49.1% |
| 5Y | +63.3% | -60.3% | +123.6% | +81.7% |
| All | +152.5% | +2.9% | +149.7% | +124.7% |
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