-7.8%
NVTS vs AVTR
-60.9%
+53.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +7.0% |
| 7D | +2.7% | +2.7% | 0.0% | +1.4% |
| 30D | -4.5% | +12.1% | -16.5% | -9.5% |
| 3M | -61.5% | +57.2% | -118.8% | -70.0% |
| 6M | +28.0% | +73.1% | -45.1% | -6.5% |
| YTD | +65.3% | +30.6% | +34.6% | +39.4% |
| 1Y | +113.0% | +13.5% | +99.5% | +83.9% |
| 3Y | +34.7% | -31.0% | +65.7% | +45.3% |
| All | -7.8% | -60.9% | +53.1% | +60.1% |
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 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