+303.2%
WMB vs AVTR
+1.1%
+302.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | 0.0% | +1.6% | -1.6% | -0.4% |
| 30D | +4.6% | +8.4% | -3.8% | +2.7% |
| 3M | +5.7% | +50.2% | -44.4% | -4.2% |
| 6M | +4.2% | +82.6% | -78.4% | -10.4% |
| YTD | +26.8% | +29.8% | -3.0% | +17.4% |
| 1Y | +34.7% | +16.0% | +18.7% | +25.6% |
| 3Y | +146.8% | -26.4% | +173.2% | +148.3% |
| 5Y | +285.0% | -64.5% | +349.5% | +391.0% |
| All | +303.2% | +1.1% | +302.1% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling