-24.6%
AVTR vs RBA
+29.1%
-53.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.6% |
| 7D | +7.4% | -1.1% | +8.4% | +7.8% |
| 30D | +12.2% | -13.2% | +25.4% | +18.2% |
| 3M | +57.4% | -21.4% | +78.7% | +71.0% |
| 6M | +86.7% | -20.9% | +107.5% | +101.9% |
| YTD | +33.1% | -19.9% | +52.9% | +44.1% |
| 1Y | +16.1% | -28.7% | +44.8% | +30.6% |
| 3Y | -24.6% | +27.4% | -52.0% | -25.1% |
| All | -24.6% | +29.1% | -53.7% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling