+57.2%
RBLX vs AVTR
-26.6%
+83.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +8.1% | -2.0% | +10.2% | +8.4% |
| 30D | +23.9% | +8.1% | +15.8% | +22.4% |
| 3M | +8.1% | +54.2% | -46.1% | +1.2% |
| 6M | -23.7% | +82.6% | -106.3% | -30.4% |
| YTD | -44.6% | +29.8% | -74.5% | -47.6% |
| 1Y | -66.2% | +18.0% | -84.2% | -68.1% |
| All | +57.2% | -26.6% | +83.8% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling