+5.2%
AVTR vs RL
+249.2%
-244.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +7.4% | +1.9% | +5.5% | +6.9% |
| 30D | +12.2% | -12.2% | +24.4% | +16.0% |
| 3M | +57.4% | -6.6% | +64.0% | +59.6% |
| 6M | +86.7% | +3.2% | +83.5% | +83.4% |
| YTD | +33.1% | -1.3% | +34.4% | +32.1% |
| 1Y | +16.1% | +13.6% | +2.6% | +11.2% |
| 3Y | -24.6% | +210.9% | -235.5% | -44.7% |
| 5Y | -63.5% | +246.9% | -310.3% | -74.5% |
| All | +5.2% | +249.2% | -244.0% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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