+118.4%
NFLX vs AVTR
+0.6%
+117.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | +4.3% | +6.3% | -2.0% | +2.9% |
| 3M | -4.8% | +53.3% | -58.1% | -13.2% |
| 6M | -18.4% | +78.6% | -97.1% | -28.4% |
| YTD | -17.4% | +29.2% | -46.7% | -22.7% |
| 1Y | -35.7% | +13.8% | -49.5% | -39.1% |
| 3Y | +73.8% | -27.4% | +101.2% | +76.5% |
| 5Y | +29.3% | -65.0% | +94.3% | +58.4% |
| All | +118.4% | +0.6% | +117.8% | +104.5% |
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