+85.3%
NI vs AVTR
+1.7%
+83.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +2.0% | +2.7% | -0.7% | +1.7% |
| 30D | -3.5% | +12.1% | -15.6% | -4.9% |
| 3M | -9.1% | +57.2% | -66.4% | -14.6% |
| 6M | -11.8% | +73.1% | -84.9% | -18.4% |
| YTD | +1.1% | +30.6% | -29.5% | -3.1% |
| 1Y | +6.7% | +13.5% | -6.8% | +3.4% |
| 3Y | +71.1% | -31.0% | +102.1% | +75.4% |
| 5Y | +94.3% | -63.2% | +157.5% | +118.7% |
| All | +85.3% | +1.7% | +83.6% | +64.0% |
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