+133.9%
NTAP vs AVTR
-58.7%
+192.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +9.9% | +3.2% | +6.7% | +9.1% |
| 30D | -22.1% | +0.5% | -22.6% | -22.1% |
| 3M | -7.7% | +12.1% | -19.8% | -10.2% |
| 6M | +60.9% | +91.2% | -30.2% | +36.6% |
| YTD | +76.4% | +36.3% | +40.1% | +61.5% |
| 1Y | +69.3% | +35.2% | +34.1% | +55.2% |
| 3Y | +154.6% | -15.8% | +170.5% | +147.4% |
| All | +133.9% | -58.7% | +192.6% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling