+219.0%
NTAP vs AVTR
+5.6%
+213.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +7.2% | +0.5% | +6.7% | +7.1% |
| 30D | -18.4% | -1.0% | -17.4% | -18.1% |
| 3M | -11.3% | +12.2% | -23.5% | -13.9% |
| 6M | +53.8% | +97.5% | -43.7% | +28.8% |
| YTD | +72.0% | +35.6% | +36.4% | +57.0% |
| 1Y | +68.0% | +32.8% | +35.2% | +54.1% |
| 3Y | +149.5% | -16.5% | +166.0% | +144.7% |
| 5Y | +125.6% | -59.1% | +184.7% | +162.5% |
| All | +219.0% | +5.6% | +213.4% | +203.7% |
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 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