+5,534.2%
NVDA vs AVTR
+1.1%
+5,533.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.3% | -2.0% | -2.3% | -3.6% |
| 30D | +0.5% | +8.1% | -7.6% | -2.3% |
| 3M | +9.1% | +54.2% | -45.1% | -8.4% |
| 6M | +18.5% | +82.6% | -64.1% | -7.3% |
| YTD | +17.4% | +29.8% | -12.5% | +3.4% |
| 1Y | +23.4% | +18.0% | +5.4% | +8.8% |
| 3Y | +380.6% | -26.4% | +407.0% | +377.3% |
| 5Y | +875.7% | -64.8% | +940.6% | +1,300.4% |
| All | +5,534.2% | +1.1% | +5,533.1% | +4,890.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling