+3.2%
AVTR vs NWSA
+185.6%
-182.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +2.7% | -1.9% | +4.5% | +3.5% |
| 30D | +12.1% | +4.6% | +7.5% | +9.8% |
| 3M | +57.2% | +13.2% | +44.0% | +48.9% |
| 6M | +73.1% | +27.0% | +46.1% | +55.8% |
| YTD | +30.6% | +16.8% | +13.8% | +21.4% |
| 1Y | +13.5% | +4.5% | +9.0% | +10.2% |
| 3Y | -31.0% | +46.2% | -77.2% | -42.3% |
| 5Y | -63.2% | +40.9% | -104.2% | -69.7% |
| All | +3.2% | +185.6% | -182.3% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling