-12.9%
NVTS vs AVTR
-61.1%
+48.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.5% | -2.0% | +2.5% | +1.4% |
| 30D | -18.0% | +8.1% | -26.1% | -21.0% |
| 3M | -45.6% | +54.2% | -99.8% | -57.3% |
| 6M | +28.5% | +82.6% | -54.1% | -9.0% |
| YTD | +56.2% | +29.8% | +26.3% | +32.2% |
| 1Y | +97.7% | +18.0% | +79.7% | +66.5% |
| 3Y | +35.0% | -26.4% | +61.4% | +38.4% |
| All | -12.9% | -61.1% | +48.2% | +51.8% |
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