+5.2%
AVTR vs RNG
-42.7%
+47.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.2% | +2.8% |
| 7D | +7.4% | -0.8% | +8.2% | +7.5% |
| 30D | +12.2% | +11.4% | +0.8% | +9.6% |
| 3M | +57.4% | +72.1% | -14.7% | +39.0% |
| 6M | +86.7% | +67.9% | +18.7% | +63.8% |
| YTD | +33.1% | +144.3% | -111.3% | +5.3% |
| 1Y | +16.1% | +117.5% | -101.4% | -5.9% |
| 3Y | -24.6% | +123.9% | -148.5% | -41.8% |
| 5Y | -63.5% | -70.1% | +6.6% | -58.7% |
| All | +5.2% | -42.7% | +47.9% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling