+3.2%
AVTR vs RCAT
-0.4%
+3.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.4% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +12.1% | -3.3% | +15.4% | +12.1% |
| 3M | +57.2% | -43.2% | +100.5% | +59.3% |
| 6M | +73.1% | -43.2% | +116.2% | +74.7% |
| YTD | +30.6% | +5.5% | +25.1% | +29.3% |
| 1Y | +13.5% | -1.6% | +15.1% | +12.0% |
| 3Y | -31.0% | +773.7% | -804.7% | -36.9% |
| 5Y | -63.2% | +187.6% | -250.9% | -66.1% |
| All | +3.2% | -0.4% | +3.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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