+90.3%
NSC vs AVTR
+6.1%
+84.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +1.6% | +3.2% | -1.5% | +0.9% |
| 30D | +4.2% | +0.5% | +3.7% | +4.0% |
| 3M | -0.2% | +12.1% | -12.4% | -3.2% |
| 6M | +7.6% | +91.2% | -83.6% | -9.6% |
| YTD | +17.4% | +36.3% | -18.9% | +6.7% |
| 1Y | +18.3% | +35.2% | -17.0% | +7.5% |
| 3Y | +79.8% | -15.8% | +95.7% | +77.7% |
| 5Y | +34.3% | -58.9% | +93.3% | +59.6% |
| All | +90.3% | +6.1% | +84.1% | +52.0% |
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 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