+7.4%
AVTR vs RL
+303.0%
-295.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | -0.6% | +7.6% | -8.3% | -2.6% |
| 3M | +13.4% | -1.5% | +14.9% | +13.6% |
| 6M | +87.4% | +12.1% | +75.3% | +80.4% |
| YTD | +35.9% | +13.9% | +21.9% | +29.7% |
| 1Y | +35.4% | +20.7% | +14.7% | +27.2% |
| 3Y | -16.1% | +260.6% | -276.7% | -40.9% |
| 5Y | -59.4% | +248.9% | -308.2% | -71.9% |
| All | +7.4% | +303.0% | -295.6% | -27.3% |
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