+135.9%
WMT vs AVTR
-64.6%
+200.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -7.4% | +6.3% | -13.7% | -7.8% |
| 3M | -10.9% | +53.3% | -64.2% | -13.2% |
| 6M | -12.7% | +78.6% | -91.3% | -15.8% |
| YTD | -3.2% | +29.2% | -32.4% | -4.9% |
| 1Y | +5.3% | +13.8% | -8.6% | +3.9% |
| 3Y | +101.9% | -27.4% | +129.3% | +104.0% |
| All | +135.9% | -64.6% | +200.5% | +148.7% |
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 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