+2.1%
AVTR vs TROW
+36.8%
-34.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -1.1% | -3.2% | +2.1% | +0.5% |
| 30D | +6.3% | -4.6% | +10.9% | +8.9% |
| 3M | +53.3% | -0.7% | +54.0% | +52.9% |
| 6M | +78.6% | +22.2% | +56.4% | +60.7% |
| YTD | +29.2% | +6.6% | +22.6% | +24.2% |
| 1Y | +13.8% | +5.8% | +8.0% | +9.6% |
| 3Y | -27.4% | +11.6% | -39.0% | -33.0% |
| 5Y | -65.0% | -38.9% | -26.1% | -58.2% |
| All | +2.1% | +36.8% | -34.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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