+102.9%
NOC vs AVTR
+5.6%
+97.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.8% | +0.5% | +4.4% | +4.8% |
| 30D | +11.0% | -1.0% | +12.1% | +11.1% |
| 3M | -3.8% | +12.2% | -16.0% | -4.8% |
| 6M | +0.6% | +97.5% | -96.8% | -5.5% |
| YTD | -2.3% | +35.6% | -37.9% | -5.4% |
| 1Y | +0.3% | +32.8% | -32.6% | -2.8% |
| 3Y | +24.6% | -16.5% | +41.1% | +23.9% |
| 5Y | +66.0% | -59.1% | +125.1% | +76.6% |
| All | +102.9% | +5.6% | +97.4% | +88.0% |
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