+58.9%
NOC vs AVTR
-64.7%
+123.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | -2.0% | +0.3% | -1.7% |
| 30D | -9.4% | +8.1% | -17.5% | -9.7% |
| 3M | -3.8% | +54.2% | -58.0% | -5.7% |
| 6M | -28.8% | +82.6% | -111.3% | -30.7% |
| YTD | -7.9% | +29.8% | -37.7% | -9.1% |
| 1Y | -9.0% | +18.0% | -27.0% | -10.0% |
| 3Y | +29.1% | -26.4% | +55.5% | +29.7% |
| 5Y | +58.9% | -64.8% | +123.8% | +58.4% |
| All | +58.9% | -64.7% | +123.6% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling