+322.4%
NET vs AVTR
-14.6%
+337.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | -16.4% | -6.2% | -10.1% | -15.4% |
| 30D | -25.8% | -1.0% | -24.8% | -25.6% |
| 3M | -11.5% | +14.4% | -25.9% | -13.4% |
| 6M | +18.9% | +95.9% | -77.0% | +6.3% |
| YTD | +35.2% | +36.6% | -1.3% | +26.5% |
| 1Y | +14.5% | +35.1% | -20.7% | +7.1% |
| All | +322.4% | -14.6% | +337.0% | +246.3% |
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