+153.5%
NTAP vs AVTR
-25.8%
+179.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | +3.3% | +7.4% | -4.1% | +1.8% |
| 30D | -0.2% | +12.2% | -12.4% | -2.5% |
| 3M | +11.4% | +57.4% | -46.0% | +1.1% |
| 6M | +88.7% | +86.7% | +2.0% | +64.9% |
| YTD | +78.9% | +33.1% | +45.8% | +66.8% |
| 1Y | +58.8% | +16.1% | +42.7% | +50.0% |
| 3Y | +153.5% | -24.6% | +178.2% | +147.7% |
| All | +153.5% | -25.8% | +179.3% | +147.7% |
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