+87.3%
NOW vs AVTR
+5.6%
+81.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -27.0% | -1.0% | -25.9% | -26.6% |
| 3M | -19.6% | +12.2% | -31.8% | -22.9% |
| 6M | +17.5% | +97.5% | -80.0% | -8.4% |
| YTD | -33.3% | +35.6% | -68.9% | -41.0% |
| 1Y | -39.8% | +32.8% | -72.7% | -46.7% |
| 3Y | -19.9% | -16.5% | -3.4% | -22.5% |
| 5Y | -26.1% | -59.1% | +33.1% | -3.4% |
| All | +87.3% | +5.6% | +81.7% | +74.3% |
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