+225.7%
NTAP vs AVTR
+1.7%
+224.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | -0.8% | +2.7% | -3.4% | -1.4% |
| 30D | -0.5% | +12.1% | -12.6% | -3.4% |
| 3M | +4.1% | +57.2% | -53.2% | -7.7% |
| 6M | +88.0% | +73.1% | +14.9% | +62.0% |
| YTD | +75.6% | +30.6% | +44.9% | +61.8% |
| 1Y | +58.9% | +13.5% | +45.4% | +49.3% |
| 3Y | +153.6% | -31.0% | +184.6% | +161.1% |
| 5Y | +127.6% | -63.2% | +190.9% | +171.4% |
| All | +225.7% | +1.7% | +224.0% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling