+120.2%
NEM vs AVTR
-58.9%
+179.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 6M | -4.5% | +97.5% | -101.9% | -13.5% |
| YTD | +14.0% | +35.6% | -21.6% | +8.0% |
| 1Y | +27.3% | +32.8% | -5.5% | +20.7% |
| 3Y | +250.5% | -16.5% | +267.0% | +248.7% |
| All | +120.2% | -58.9% | +179.1% | +130.2% |
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