+75.0%
NSC vs AVTR
-16.2%
+91.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +1.7% | -1.0% | +2.7% | +1.8% |
| 3M | -2.6% | +12.2% | -14.8% | -4.3% |
| 6M | +6.4% | +97.5% | -91.0% | -5.3% |
| YTD | +15.5% | +35.6% | -20.1% | +9.6% |
| 1Y | +17.6% | +32.8% | -15.2% | +11.9% |
| 3Y | +75.0% | -16.5% | +91.5% | +67.8% |
| All | +75.0% | -16.2% | +91.2% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling