+5.2%
AVTR vs NIO
-17.2%
+22.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +7.4% | -6.7% | +14.0% | +8.1% |
| 30D | +12.2% | -20.0% | +32.3% | +14.7% |
| 3M | +57.4% | -30.5% | +87.8% | +62.9% |
| 6M | +86.7% | -20.7% | +107.4% | +89.4% |
| YTD | +33.1% | -25.7% | +58.8% | +35.6% |
| 1Y | +16.1% | -38.6% | +54.7% | +20.1% |
| 3Y | -24.6% | -62.3% | +37.6% | -21.6% |
| 5Y | -63.5% | -90.1% | +26.6% | -59.6% |
| All | +5.2% | -17.2% | +22.4% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling