-27.4%
AVTR vs NTRS
+168.2%
-195.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.0% |
| 7D | -1.1% | +1.4% | -2.4% | -1.7% |
| 30D | +6.3% | -0.7% | +7.0% | +6.5% |
| 3M | +53.3% | +11.3% | +42.0% | +44.6% |
| 6M | +78.6% | +35.5% | +43.1% | +51.7% |
| YTD | +29.2% | +40.6% | -11.4% | +7.7% |
| 1Y | +13.8% | +49.2% | -35.4% | -8.3% |
| 3Y | -27.4% | +167.2% | -194.7% | -58.2% |
| All | -27.4% | +168.2% | -195.6% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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