+250.5%
NEM vs AVTR
-26.6%
+277.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | +3.1% | +1.6% | +1.5% | +2.9% |
| 30D | +10.0% | +8.4% | +1.6% | +8.9% |
| 3M | +30.9% | +50.2% | -19.3% | +24.3% |
| 6M | +10.5% | +82.6% | -72.0% | +2.4% |
| YTD | +29.7% | +29.8% | -0.1% | +24.1% |
| 1Y | +71.1% | +16.0% | +55.1% | +64.3% |
| All | +250.5% | -26.6% | +277.1% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling