-35.9%
RBLX vs AVTR
-47.4%
+11.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.1% |
| 7D | +8.0% | +1.6% | +6.5% | +7.4% |
| 30D | +20.2% | +8.4% | +11.8% | +16.8% |
| 3M | +3.5% | +50.2% | -46.6% | -10.7% |
| 6M | -28.9% | +82.6% | -111.5% | -42.9% |
| YTD | -45.1% | +29.8% | -74.9% | -50.7% |
| 1Y | -66.2% | +16.0% | -82.2% | -69.6% |
| 3Y | +53.5% | -26.4% | +79.9% | +53.7% |
| 5Y | -48.4% | -64.5% | +16.0% | -11.4% |
| All | -35.9% | -47.4% | +11.4% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling