+2.1%
AVTR vs NWSA
+177.6%
-175.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.1% | -2.8% | +1.7% | +0.1% |
| 30D | +6.3% | +3.0% | +3.3% | +4.9% |
| 3M | +53.3% | +12.3% | +41.0% | +45.7% |
| 6M | +78.6% | +21.9% | +56.8% | +63.7% |
| YTD | +29.2% | +13.6% | +15.7% | +21.5% |
| 1Y | +13.8% | +0.5% | +13.4% | +12.4% |
| 3Y | -27.4% | +43.8% | -71.2% | -38.9% |
| 5Y | -65.0% | +41.2% | -106.2% | -71.2% |
| All | +2.1% | +177.6% | -175.5% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling