+397.5%
NEM vs AVTR
+0.6%
+396.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | +7.8% | +6.3% | +1.5% | +7.0% |
| 3M | +30.2% | +53.3% | -23.1% | +22.5% |
| 6M | +9.6% | +78.6% | -69.0% | +0.8% |
| YTD | +27.8% | +29.2% | -1.4% | +22.3% |
| 1Y | +60.7% | +13.8% | +46.9% | +54.9% |
| 3Y | +245.3% | -27.4% | +272.7% | +249.4% |
| 5Y | +155.3% | -65.0% | +220.4% | +179.1% |
| All | +397.5% | +0.6% | +396.9% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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