-13.5%
AVTR vs RL
+254.6%
-268.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +1.1% |
| 7D | +1.9% | +0.2% | +1.7% | +1.7% |
| 30D | +1.5% | +7.3% | -5.8% | -0.8% |
| 3M | +17.1% | +1.0% | +16.0% | +16.3% |
| 6M | +91.5% | +11.8% | +79.7% | +83.0% |
| YTD | +38.8% | +13.6% | +25.2% | +31.2% |
| 1Y | +37.7% | +24.0% | +13.7% | +26.0% |
| 3Y | -13.5% | +256.6% | -270.1% | -40.7% |
| All | -13.5% | +254.6% | -268.1% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling