-14.3%
WMT vs AVTR
+84.8%
-99.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | -5.8% | +8.4% | -14.2% | -5.9% |
| 3M | -10.8% | +50.2% | -60.9% | -10.7% |
| 6M | -14.3% | +82.6% | -96.9% | -14.3% |
| All | -14.3% | +84.8% | -99.2% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling