-25.3%
NRG vs AVTR
+84.8%
-110.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.1% | -3.5% |
| 7D | +3.9% | +1.6% | +2.3% | +3.8% |
| 30D | -3.0% | +8.4% | -11.4% | -3.3% |
| 3M | -10.9% | +50.2% | -61.1% | -15.4% |
| 6M | -25.3% | +82.6% | -107.9% | -32.3% |
| All | -25.3% | +84.8% | -110.1% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling