+115.1%
NOK vs AVTR
-64.6%
+179.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | -21.0% | +53.3% | -74.3% | -28.1% |
| 6M | +40.9% | +78.6% | -37.8% | +23.4% |
| YTD | +72.0% | +29.2% | +42.8% | +61.2% |
| 1Y | +140.9% | +13.8% | +127.1% | +129.9% |
| 3Y | +194.3% | -27.4% | +221.7% | +203.9% |
| All | +115.1% | -64.6% | +179.7% | +181.5% |
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