+145.1%
NOK vs AVTR
+3.6%
+141.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.8% |
| 7D | +7.3% | +7.4% | -0.1% | +5.6% |
| 30D | +13.8% | +12.2% | +1.6% | +11.0% |
| 3M | -27.0% | +57.4% | -84.4% | -34.5% |
| 6M | +37.6% | +86.7% | -49.1% | +18.0% |
| YTD | +64.6% | +33.1% | +31.5% | +51.8% |
| 1Y | +132.0% | +16.1% | +115.9% | +118.4% |
| 3Y | +183.7% | -24.6% | +208.3% | +187.1% |
| 5Y | +101.3% | -63.5% | +164.8% | +143.6% |
| All | +145.1% | +3.6% | +141.5% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling