-55.6%
NVTS vs AVTR
-58.9%
+3.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.1% |
| 7D | +3.9% | +0.5% | +3.5% | +3.9% |
| 30D | -4.3% | -1.0% | -3.3% | -3.4% |
| 3M | -34.5% | +12.2% | -46.7% | -37.9% |
| 6M | -57.7% | +97.5% | -155.2% | -70.8% |
| YTD | +25.4% | +35.6% | -10.3% | +3.9% |
| 1Y | +13.1% | +32.8% | -19.7% | -5.8% |
| 3Y | +48.9% | -16.5% | +65.4% | +41.5% |
| All | -55.6% | -58.9% | +3.3% | -20.5% |
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