+154.0%
NEM vs AVTR
-64.7%
+218.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | -2.0% | -1.2% | -3.0% |
| 30D | +7.8% | +8.1% | -0.2% | +6.8% |
| 3M | +36.3% | +54.2% | -17.9% | +28.5% |
| 6M | +6.6% | +82.6% | -76.0% | -1.8% |
| YTD | +27.1% | +29.8% | -2.7% | +21.6% |
| 1Y | +62.3% | +18.0% | +44.3% | +55.6% |
| 3Y | +245.1% | -26.4% | +271.5% | +249.9% |
| 5Y | +154.0% | -64.8% | +218.8% | +150.8% |
| All | +154.0% | -64.7% | +218.7% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling