+5.2%
AVTR vs RJF
+256.6%
-251.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.2% |
| 7D | +7.4% | +1.8% | +5.6% | +6.7% |
| 30D | +12.2% | 0.0% | +12.2% | +12.2% |
| 3M | +57.4% | +18.0% | +39.4% | +47.4% |
| 6M | +86.7% | +17.0% | +69.7% | +75.2% |
| YTD | +33.1% | +11.1% | +22.0% | +27.0% |
| 1Y | +16.1% | +8.0% | +8.2% | +11.8% |
| 3Y | -24.6% | +73.3% | -97.9% | -39.6% |
| 5Y | -63.5% | +107.4% | -170.9% | -73.2% |
| All | +5.2% | +256.6% | -251.5% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling