+63.4%
NUE vs AVTR
-26.6%
+90.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.7% | -2.0% | -0.6% | -2.4% |
| 30D | -6.1% | +8.1% | -14.1% | -7.3% |
| 3M | +2.2% | +54.2% | -52.0% | -5.6% |
| 6M | +50.8% | +82.6% | -31.8% | +34.4% |
| YTD | +57.5% | +29.8% | +27.7% | +48.7% |
| 1Y | +82.5% | +18.0% | +64.5% | +71.8% |
| All | +63.4% | -26.6% | +90.1% | +67.1% |
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