+13.5%
AVTR vs NWSA
+5.5%
+8.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +2.7% | -1.9% | +4.5% | +3.3% |
| 30D | +12.1% | +4.6% | +7.5% | +10.3% |
| 3M | +57.2% | +13.2% | +44.0% | +50.5% |
| 6M | +73.1% | +27.0% | +46.1% | +60.6% |
| YTD | +30.6% | +16.8% | +13.8% | +23.9% |
| 1Y | +13.5% | +4.5% | +9.0% | +2.8% |
| All | +13.5% | +5.5% | +8.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling