+67.9%
NI vs AVTR
-26.6%
+94.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.6% | -2.0% | +1.5% | -0.5% |
| 30D | -1.4% | +8.1% | -9.5% | -1.7% |
| 3M | -10.6% | +54.2% | -64.8% | -12.1% |
| 6M | -9.9% | +82.6% | -92.5% | -12.3% |
| YTD | +1.2% | +29.8% | -28.7% | +0.3% |
| 1Y | +4.4% | +18.0% | -13.6% | +3.9% |
| All | +67.9% | -26.6% | +94.5% | +69.4% |
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