+280.6%
NRG vs AVTR
+1.1%
+279.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.2% | -2.0% | +1.9% | +0.3% |
| 30D | -6.8% | +8.1% | -14.9% | -8.6% |
| 3M | -7.1% | +54.2% | -61.3% | -17.9% |
| 6M | -27.6% | +82.6% | -110.1% | -39.1% |
| YTD | -29.2% | +29.8% | -59.0% | -35.3% |
| 1Y | -29.9% | +18.0% | -47.9% | -35.9% |
| 3Y | +198.7% | -26.4% | +225.1% | +199.2% |
| 5Y | +192.9% | -64.8% | +257.8% | +268.4% |
| All | +280.6% | +1.1% | +279.5% | +188.0% |
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