-34.5%
RBLX vs AVTR
-47.6%
+13.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +5.1% | -1.1% | +6.1% | +5.4% |
| 30D | +28.0% | +6.3% | +21.7% | +25.3% |
| 3M | +4.6% | +53.3% | -48.7% | -10.5% |
| 6M | -24.7% | +78.6% | -103.3% | -39.0% |
| YTD | -43.8% | +29.2% | -73.1% | -49.5% |
| 1Y | -65.8% | +13.8% | -79.6% | -68.9% |
| 3Y | +59.4% | -27.4% | +86.8% | +60.8% |
| 5Y | -48.2% | -65.0% | +16.8% | -10.4% |
| All | -34.5% | -47.6% | +13.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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