-27.1%
AVTR vs RJF
+69.1%
-96.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -2.0% | -4.2% | +2.1% | -0.3% |
| 30D | +8.1% | -3.6% | +11.7% | +9.6% |
| 3M | +54.2% | +15.6% | +38.6% | +44.2% |
| 6M | +82.6% | +17.6% | +65.0% | +69.2% |
| YTD | +29.8% | +9.2% | +20.6% | +23.8% |
| 1Y | +18.0% | +5.5% | +12.5% | +13.8% |
| All | -27.1% | +69.1% | -96.2% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling