+124.6%
NVO vs AVTR
+1.1%
+123.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | -4.7% | +1.6% | -6.3% | -5.1% |
| 30D | -5.4% | +8.4% | -13.8% | -7.1% |
| 3M | +7.0% | +50.2% | -43.2% | -2.3% |
| 6M | +17.6% | +82.6% | -65.0% | +2.7% |
| YTD | -8.0% | +29.8% | -37.9% | -13.9% |
| 1Y | -13.8% | +16.0% | -29.8% | -18.4% |
| 3Y | -50.3% | -26.4% | -23.8% | -49.6% |
| 5Y | +0.7% | -64.5% | +65.1% | +16.5% |
| All | +124.6% | +1.1% | +123.5% | +114.3% |
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