-13.7%
AVTR vs RVMD
+634.9%
-648.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +7.4% | -1.2% | +8.6% | +7.6% |
| 30D | +12.2% | +1.1% | +11.2% | +11.9% |
| 3M | +57.4% | +39.6% | +17.8% | +49.0% |
| 6M | +86.7% | +110.7% | -24.0% | +64.0% |
| YTD | +33.1% | +160.3% | -127.2% | +11.8% |
| 1Y | +16.1% | +404.9% | -388.8% | -13.1% |
| 3Y | -24.6% | +545.5% | -570.1% | -47.8% |
| 5Y | -63.5% | +584.7% | -648.2% | -76.5% |
| All | -13.7% | +634.9% | -648.6% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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