+4,101.9%
NVDA vs AVTR
+5.6%
+4,096.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -12.7% | +0.5% | -13.2% | -12.9% |
| 30D | -26.4% | -1.0% | -25.4% | -26.1% |
| 3M | -27.6% | +12.2% | -39.8% | -30.7% |
| 6M | -27.7% | +97.5% | -125.2% | -44.9% |
| YTD | -12.5% | +35.6% | -48.1% | -24.2% |
| 1Y | -12.6% | +32.8% | -45.5% | -24.0% |
| 3Y | +235.9% | -16.5% | +252.4% | +216.0% |
| 5Y | +438.2% | -59.1% | +497.4% | +625.0% |
| All | +4,101.9% | +5.6% | +4,096.3% | +3,560.1% |
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 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