+2.6%
AVTR vs RVTY
+41.9%
-39.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.7% |
| 7D | -2.0% | -7.4% | +5.4% | +3.4% |
| 30D | +8.1% | +4.5% | +3.6% | +4.6% |
| 3M | +54.2% | +19.5% | +34.7% | +35.5% |
| 6M | +82.6% | +34.1% | +48.5% | +47.0% |
| YTD | +29.8% | +25.3% | +4.6% | +9.4% |
| 1Y | +18.0% | +47.0% | -29.0% | -10.5% |
| 3Y | -26.4% | +14.1% | -40.6% | -35.7% |
| 5Y | -64.8% | -34.6% | -30.3% | -55.4% |
| All | +2.6% | +41.9% | -39.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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