-50.5%
NKE vs AVTR
+1.1%
-51.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.3% |
| 7D | -2.3% | +1.6% | -3.9% | -2.8% |
| 30D | -10.4% | +8.4% | -18.7% | -12.5% |
| 3M | -15.5% | +50.2% | -65.6% | -25.6% |
| 6M | -32.6% | +82.6% | -115.2% | -44.2% |
| YTD | -39.8% | +29.8% | -69.7% | -45.2% |
| 1Y | -47.6% | +16.0% | -63.6% | -51.5% |
| 3Y | -59.0% | -26.4% | -32.6% | -58.4% |
| 5Y | -74.9% | -64.5% | -10.5% | -69.0% |
| All | -50.5% | +1.1% | -51.6% | -56.4% |
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 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