+1,381.0%
NET vs AVTR
+3.2%
+1,377.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -16.4% | -6.2% | -10.1% | -14.2% |
| 30D | -25.8% | -1.0% | -24.8% | -25.5% |
| 3M | -11.5% | +14.4% | -25.9% | -15.9% |
| 6M | +18.9% | +95.9% | -77.0% | -9.2% |
| YTD | +35.2% | +36.6% | -1.3% | +17.2% |
| 1Y | +14.5% | +35.1% | -20.7% | -0.8% |
| 3Y | +313.8% | -14.8% | +328.6% | +289.2% |
| 5Y | +32.6% | -59.8% | +92.3% | +80.5% |
| All | +1,381.0% | +3.2% | +1,377.8% | +1,500.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling