+8.5%
AVTR vs RCAT
-48.9%
+57.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +0.5% | +7.2% | -6.7% | +0.2% |
| 30D | +1.5% | -20.4% | +22.0% | +2.1% |
| 3M | +14.2% | -59.8% | +74.0% | +17.0% |
| 6M | +97.4% | -61.9% | +159.2% | +101.7% |
| YTD | +37.3% | -45.9% | +83.2% | +38.3% |
| 1Y | +36.8% | -50.5% | +87.3% | +37.8% |
| 3Y | -15.2% | +387.5% | -402.7% | -21.3% |
| 5Y | -59.2% | +70.9% | -130.1% | -61.7% |
| All | +8.5% | -48.9% | +57.4% | -6.4% |
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