+86.8%
NOW vs AVTR
+5.1%
+81.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -3.0% | -3.6% | +0.6% | -1.7% |
| 30D | -26.0% | +0.8% | -26.8% | -26.2% |
| 3M | -13.1% | +17.4% | -30.5% | -17.9% |
| 6M | +14.5% | +83.5% | -69.0% | -8.5% |
| YTD | -33.4% | +35.0% | -68.4% | -41.1% |
| 1Y | -40.6% | +36.7% | -77.3% | -47.9% |
| 3Y | -16.3% | -15.3% | -1.0% | -19.5% |
| 5Y | -26.3% | -59.5% | +33.2% | -3.4% |
| All | +86.8% | +5.1% | +81.7% | +74.1% |
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