+248.7%
WMT vs AVTR
+3.6%
+245.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +0.1% | +7.4% | -7.3% | -0.4% |
| 30D | -5.0% | +12.2% | -17.2% | -5.8% |
| 3M | -11.3% | +57.4% | -68.7% | -14.3% |
| 6M | -13.8% | +86.7% | -100.5% | -18.0% |
| YTD | -4.2% | +33.1% | -37.3% | -6.6% |
| 1Y | +4.6% | +16.1% | -11.6% | +2.5% |
| 3Y | +100.5% | -24.6% | +125.1% | +101.5% |
| 5Y | +129.7% | -63.5% | +193.2% | +144.1% |
| All | +248.7% | +3.6% | +245.1% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling