+3.2%
AVTR vs RL
+253.2%
-249.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -2.0% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +12.1% | -7.8% | +19.8% | +14.3% |
| 3M | +57.2% | -4.0% | +61.2% | +58.3% |
| 6M | +73.1% | -1.9% | +74.9% | +72.4% |
| YTD | +30.6% | -0.2% | +30.8% | +29.3% |
| 1Y | +13.5% | +10.7% | +2.8% | +9.3% |
| 3Y | -31.0% | +210.8% | -241.8% | -49.4% |
| 5Y | -63.2% | +238.2% | -301.5% | -74.3% |
| All | +3.2% | +253.2% | -249.9% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling