-65.0%
AVTR vs NTRS
+93.2%
-158.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.9% |
| 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% | +45.6% |
| 6M | +78.6% | +35.5% | +43.1% | +55.1% |
| YTD | +29.2% | +40.6% | -11.4% | +10.3% |
| 1Y | +13.8% | +49.2% | -35.4% | -5.6% |
| 3Y | -27.4% | +167.2% | -194.7% | -53.3% |
| All | -65.0% | +93.2% | -158.2% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling