+28.3%
NOC vs AVTR
-24.8%
+53.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -2.7% | +7.4% | -10.1% | -3.0% |
| 30D | -8.9% | +12.2% | -21.1% | -9.3% |
| 3M | -3.7% | +57.4% | -61.1% | -6.0% |
| 6M | -30.8% | +86.7% | -117.5% | -33.2% |
| YTD | -7.9% | +33.1% | -41.0% | -9.4% |
| 1Y | -9.4% | +16.1% | -25.6% | -10.4% |
| All | +28.3% | -24.8% | +53.1% | +28.2% |
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