+1,449.6%
NET vs AVTR
-1.3%
+1,450.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.4% |
| 7D | -7.0% | +2.7% | -9.7% | -7.9% |
| 30D | -4.8% | +12.1% | -16.8% | -8.8% |
| 3M | +3.8% | +57.2% | -53.4% | -13.6% |
| 6M | +50.0% | +73.1% | -23.0% | +19.8% |
| YTD | +41.5% | +30.6% | +10.8% | +24.7% |
| 1Y | +32.8% | +13.5% | +19.3% | +20.0% |
| 3Y | +335.9% | -31.0% | +366.9% | +353.4% |
| 5Y | +113.8% | -63.2% | +177.1% | +200.5% |
| All | +1,449.6% | -1.3% | +1,450.9% | +1,603.7% |
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