-64.5%
AVTR vs RJF
+106.2%
-170.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +1.6% | -0.3% | +1.8% | +1.7% |
| 30D | +8.4% | -2.0% | +10.4% | +9.2% |
| 3M | +50.2% | +16.3% | +33.8% | +41.2% |
| 6M | +82.6% | +16.9% | +65.7% | +71.1% |
| YTD | +29.8% | +10.4% | +19.4% | +24.0% |
| 1Y | +16.0% | +7.4% | +8.6% | +11.6% |
| 3Y | -26.4% | +72.2% | -98.7% | -41.1% |
| 5Y | -64.5% | +105.1% | -169.6% | -73.3% |
| All | -64.5% | +106.2% | -170.6% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling