+156.1%
NOK vs AVTR
+0.6%
+155.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +11.0% | -1.1% | +12.0% | +11.2% |
| 30D | +7.8% | +6.3% | +1.5% | +6.4% |
| 3M | -21.0% | +53.3% | -74.3% | -28.8% |
| 6M | +40.9% | +78.6% | -37.8% | +21.9% |
| YTD | +72.0% | +29.2% | +42.8% | +59.6% |
| 1Y | +140.9% | +13.8% | +127.1% | +127.6% |
| 3Y | +194.3% | -27.4% | +221.7% | +200.4% |
| 5Y | +112.5% | -65.0% | +177.5% | +159.6% |
| All | +156.1% | +0.6% | +155.5% | +109.0% |
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