+134.2%
RBRK vs AVTR
-41.9%
+176.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -7.5% | -1.1% | -6.4% | -7.2% |
| 30D | -10.4% | +6.3% | -16.7% | -11.9% |
| 3M | +21.3% | +53.3% | -32.0% | +7.2% |
| 6M | +50.6% | +78.6% | -28.0% | +27.2% |
| YTD | +13.3% | +29.2% | -15.9% | +3.1% |
| 1Y | +11.2% | +13.8% | -2.6% | +3.4% |
| All | +134.2% | -41.9% | +176.1% | +164.5% |
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