-64.8%
AVTR vs RRX
+14.8%
-79.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -2.0% | -3.7% | +1.7% | -1.0% |
| 30D | +8.1% | -9.3% | +17.4% | +11.0% |
| 3M | +54.2% | -21.8% | +76.0% | +62.0% |
| 6M | +82.6% | -22.0% | +104.6% | +89.6% |
| YTD | +29.8% | +11.9% | +17.9% | +17.8% |
| 1Y | +18.0% | +11.6% | +6.4% | +6.4% |
| 3Y | -26.4% | +2.2% | -28.6% | -33.3% |
| 5Y | -64.8% | +14.9% | -79.7% | -68.4% |
| All | -64.8% | +14.8% | -79.6% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling