+144.1%
WMB vs AVTR
-27.6%
+171.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.1% |
| 7D | +0.6% | +2.7% | -2.1% | +0.6% |
| 30D | +3.3% | +12.1% | -8.8% | +3.2% |
| 3M | +3.1% | +57.2% | -54.1% | +2.8% |
| 6M | -0.7% | +73.1% | -73.8% | -1.1% |
| YTD | +25.2% | +30.6% | -5.5% | +25.3% |
| 1Y | +32.9% | +13.5% | +19.4% | +33.4% |
| All | +144.1% | -27.6% | +171.7% | +146.2% |
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 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