-16.5%
AVTR vs RJF
+76.6%
-93.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +0.5% | +3.6% | -3.1% | -0.9% |
| 30D | -1.0% | +7.2% | -8.3% | -3.7% |
| 3M | +12.2% | -6.5% | +18.7% | +14.9% |
| 6M | +97.5% | +10.3% | +87.2% | +88.3% |
| YTD | +35.6% | +6.5% | +29.1% | +30.7% |
| 1Y | +32.8% | +6.1% | +26.7% | +28.1% |
| 3Y | -16.5% | +74.9% | -91.4% | -31.8% |
| All | -16.5% | +76.6% | -93.1% | -31.8% |
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