+2.1%
AVTR vs RNG
-43.7%
+45.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.1% | -6.1% | +5.0% | +0.2% |
| 30D | +6.3% | +9.6% | -3.3% | +4.2% |
| 3M | +53.3% | +83.3% | -30.0% | +33.7% |
| 6M | +78.6% | +77.9% | +0.7% | +54.9% |
| YTD | +29.2% | +139.9% | -110.7% | +2.6% |
| 1Y | +13.8% | +121.7% | -107.8% | -8.2% |
| 3Y | -27.4% | +121.9% | -149.3% | -43.9% |
| 5Y | -65.0% | -68.4% | +3.3% | -61.1% |
| All | +2.1% | -43.7% | +45.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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