-64.5%
AVTR vs NWSA
+40.1%
-104.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | +1.6% | -3.1% | +4.6% | +2.8% |
| 30D | +8.4% | +4.3% | +4.1% | +6.5% |
| 3M | +50.2% | +9.2% | +40.9% | +44.5% |
| 6M | +82.6% | +21.6% | +61.0% | +68.0% |
| YTD | +29.8% | +14.2% | +15.6% | +22.2% |
| 1Y | +16.0% | +1.8% | +14.2% | +13.9% |
| 3Y | -26.4% | +44.4% | -70.9% | -37.6% |
| 5Y | -64.5% | +41.0% | -105.4% | -71.5% |
| All | -64.5% | +40.1% | -104.5% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling