+224.2%
NTAP vs AVTR
+1.1%
+223.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.7% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | -7.0% | +8.4% | -15.4% | -8.9% |
| 3M | +12.3% | +50.2% | -37.8% | +0.8% |
| 6M | +85.1% | +82.6% | +2.5% | +57.5% |
| YTD | +74.8% | +29.8% | +44.9% | +61.3% |
| 1Y | +52.7% | +16.0% | +36.7% | +42.6% |
| 3Y | +147.7% | -26.4% | +174.1% | +150.5% |
| 5Y | +124.8% | -64.5% | +189.2% | +170.4% |
| All | +224.2% | +1.1% | +223.1% | +211.9% |
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