+2.1%
AVTR vs NYT
+111.5%
-109.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +6.3% | +4.6% | +1.7% | +4.6% |
| 3M | +53.3% | -9.6% | +62.9% | +58.0% |
| 6M | +78.6% | -14.0% | +92.7% | +86.8% |
| YTD | +29.2% | -2.8% | +32.1% | +28.8% |
| 1Y | +13.8% | +15.6% | -1.8% | +6.6% |
| 3Y | -27.4% | +56.3% | -83.8% | -40.9% |
| 5Y | -65.0% | +39.5% | -104.5% | -71.1% |
| All | +2.1% | +111.5% | -109.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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