+60.7%
NOK vs AVTR
-58.9%
+119.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -14.1% | -1.0% | -13.1% | -13.9% |
| 3M | -23.6% | +12.2% | -35.8% | -25.3% |
| 6M | -45.1% | +97.5% | -142.6% | -52.8% |
| YTD | +24.7% | +35.6% | -10.9% | +15.7% |
| 1Y | +19.0% | +32.8% | -13.8% | +10.8% |
| 3Y | +147.0% | -16.5% | +163.5% | +144.3% |
| All | +60.7% | -58.9% | +119.6% | +114.0% |
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 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