-27.1%
AVTR vs RNG
+122.1%
-149.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | +1.6% | -4.1% | +5.6% | +2.2% |
| 30D | +8.4% | +8.6% | -0.3% | +6.8% |
| 3M | +50.2% | +78.0% | -27.8% | +35.6% |
| 6M | +82.6% | +67.0% | +15.5% | +64.9% |
| YTD | +29.8% | +142.4% | -112.6% | +7.2% |
| 1Y | +16.0% | +120.4% | -104.5% | -2.5% |
| All | -27.1% | +122.1% | -149.1% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling