-51.2%
NKE vs AVTR
+0.6%
-51.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.2% | -1.1% | -3.1% | -3.9% |
| 30D | -8.2% | +6.3% | -14.5% | -9.9% |
| 3M | -19.1% | +53.3% | -72.4% | -29.2% |
| 6M | -32.6% | +78.6% | -111.3% | -43.8% |
| YTD | -40.7% | +29.2% | -69.9% | -45.9% |
| 1Y | -48.9% | +13.8% | -62.7% | -52.4% |
| 3Y | -59.2% | -27.4% | -31.8% | -58.4% |
| 5Y | -75.3% | -65.0% | -10.3% | -69.4% |
| All | -51.2% | +0.6% | -51.8% | -57.0% |
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 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