+32.6%
NET vs AVTR
-60.4%
+92.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -16.4% | -6.2% | -10.1% | -14.1% |
| 30D | -25.8% | -1.0% | -24.8% | -25.4% |
| 3M | -11.5% | +14.4% | -25.9% | -16.2% |
| 6M | +18.9% | +95.9% | -77.0% | -10.9% |
| YTD | +35.2% | +36.6% | -1.3% | +16.1% |
| 1Y | +14.5% | +35.1% | -20.7% | -1.7% |
| 3Y | +313.8% | -14.8% | +328.6% | +268.6% |
| 5Y | +32.6% | -59.8% | +92.3% | +192.8% |
| All | +32.6% | -60.4% | +92.9% | +192.8% |
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