+402.6%
NEM vs AVTR
+1.7%
+400.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.6% |
| 7D | +0.3% | +2.7% | -2.4% | 0.0% |
| 30D | +23.1% | +12.1% | +11.0% | +21.3% |
| 3M | +18.5% | +57.2% | -38.8% | +11.1% |
| 6M | +7.8% | +73.1% | -65.3% | -0.4% |
| YTD | +29.1% | +30.6% | -1.5% | +23.3% |
| 1Y | +72.7% | +13.5% | +59.2% | +66.5% |
| 3Y | +248.7% | -31.0% | +279.7% | +255.6% |
| 5Y | +148.7% | -63.2% | +211.9% | +169.9% |
| All | +402.6% | +1.7% | +400.9% | +369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling