+275.3%
WMB vs AVTR
+6.1%
+269.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +8.1% | +3.2% | +4.9% | +7.3% |
| 30D | -6.9% | +0.5% | -7.3% | -7.0% |
| 3M | -5.1% | +12.1% | -17.2% | -7.6% |
| 6M | -5.7% | +91.2% | -96.9% | -19.5% |
| YTD | +18.1% | +36.3% | -18.2% | +8.0% |
| 1Y | +18.4% | +35.2% | -16.8% | +8.2% |
| 3Y | +122.7% | -15.8% | +138.6% | +115.3% |
| 5Y | +202.0% | -58.9% | +261.0% | +267.5% |
| All | +275.3% | +6.1% | +269.2% | +140.2% |
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