+2.1%
AVTR vs RJF
+250.4%
-248.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.1% |
| 30D | +6.3% | -4.3% | +10.6% | +8.0% |
| 3M | +53.3% | +15.7% | +37.6% | +44.7% |
| 6M | +78.6% | +17.8% | +60.8% | +67.2% |
| YTD | +29.2% | +9.2% | +20.1% | +24.2% |
| 1Y | +13.8% | +2.8% | +11.1% | +11.6% |
| 3Y | -27.4% | +69.5% | -96.9% | -41.4% |
| 5Y | -65.0% | +105.9% | -171.0% | -74.3% |
| All | +2.1% | +250.4% | -248.3% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling