+180.8%
NOK vs AVTR
-26.6%
+207.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +8.7% | -2.0% | +10.7% | +8.9% |
| 30D | +12.5% | +8.1% | +4.4% | +11.8% |
| 3M | -20.7% | +54.2% | -74.9% | -24.2% |
| 6M | +36.2% | +82.6% | -46.4% | +27.5% |
| YTD | +64.1% | +29.8% | +34.3% | +59.8% |
| 1Y | +132.4% | +18.0% | +114.4% | +128.5% |
| All | +180.8% | -26.6% | +207.4% | +191.3% |
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