+145.1%
NUE vs AVTR
-64.7%
+209.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.7% | -2.0% | -0.6% | -2.3% |
| 30D | -6.1% | +8.1% | -14.1% | -7.7% |
| 3M | +2.2% | +54.2% | -52.0% | -7.8% |
| 6M | +50.8% | +82.6% | -31.8% | +30.3% |
| YTD | +57.5% | +29.8% | +27.7% | +46.3% |
| 1Y | +82.5% | +18.0% | +64.5% | +69.7% |
| 3Y | +61.7% | -26.4% | +88.1% | +64.1% |
| 5Y | +145.1% | -64.8% | +210.0% | +190.6% |
| All | +145.1% | -64.7% | +209.8% | +190.6% |
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