+88.2%
NOW vs AVTR
+6.9%
+81.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.1% | +2.8% |
| 7D | -5.6% | +0.5% | -6.1% | -5.7% |
| 30D | -26.8% | +1.5% | -28.3% | -27.1% |
| 3M | -19.4% | +14.2% | -33.7% | -23.2% |
| 6M | +12.3% | +97.4% | -85.0% | -12.4% |
| YTD | -32.9% | +37.3% | -70.2% | -41.0% |
| 1Y | -40.3% | +36.8% | -77.1% | -47.6% |
| 3Y | -19.1% | -15.2% | -3.8% | -22.1% |
| 5Y | -24.4% | -59.2% | +34.8% | -1.1% |
| All | +88.2% | +6.9% | +81.4% | +74.4% |
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