+27.3%
NEM vs AVTR
+36.1%
-8.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -6.4% | +0.5% | -6.9% | -6.5% |
| 30D | +1.4% | -1.0% | +2.4% | +1.6% |
| 3M | -0.7% | +12.2% | -12.9% | -2.7% |
| 6M | -4.5% | +97.5% | -101.9% | -15.6% |
| YTD | +14.0% | +35.6% | -21.6% | +3.8% |
| 1Y | +27.3% | +32.8% | -5.5% | +16.0% |
| All | +27.3% | +36.1% | -8.8% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling