-16.5%
AVTR vs RL
+250.5%
-267.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.4% |
| 30D | -1.0% | +2.9% | -4.0% | -2.0% |
| 3M | +12.2% | 0.0% | +12.2% | +11.9% |
| 6M | +97.5% | +17.1% | +80.4% | +85.4% |
| YTD | +35.6% | +10.1% | +25.5% | +29.3% |
| 1Y | +32.8% | +17.3% | +15.5% | +23.7% |
| 3Y | -16.5% | +249.3% | -265.8% | -42.6% |
| All | -16.5% | +250.5% | -267.0% | -42.6% |
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