-27.4%
AVTR vs NTR
+36.8%
-64.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +6.3% | +16.8% | -10.5% | +3.3% |
| 3M | +53.3% | +20.7% | +32.6% | +47.9% |
| 6M | +78.6% | +0.5% | +78.1% | +78.1% |
| YTD | +29.2% | +29.2% | 0.0% | +20.6% |
| 1Y | +13.8% | +39.6% | -25.8% | +3.3% |
| 3Y | -27.4% | +37.9% | -65.3% | -35.3% |
| All | -27.4% | +36.8% | -64.2% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling