+180.3%
WMB vs AVTR
-60.1%
+240.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.4% |
| 7D | -13.8% | -3.6% | -10.2% | -13.6% |
| 30D | -10.3% | +0.8% | -11.1% | -10.4% |
| 3M | -10.1% | +17.4% | -27.4% | -10.9% |
| 6M | -11.8% | +83.5% | -95.4% | -15.4% |
| YTD | +8.9% | +35.0% | -26.0% | +6.7% |
| 1Y | +14.0% | +36.7% | -22.7% | +11.4% |
| 3Y | +100.5% | -15.3% | +115.9% | +100.0% |
| All | +180.3% | -60.1% | +240.4% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling