+120.1%
RCL vs AVTR
+1.1%
+119.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.8% |
| 7D | -2.2% | +1.6% | -3.8% | -2.9% |
| 30D | -15.7% | +8.4% | -24.0% | -18.5% |
| 3M | -8.0% | +50.2% | -58.1% | -23.1% |
| 6M | -10.1% | +82.6% | -92.7% | -31.0% |
| YTD | -5.9% | +29.8% | -35.7% | -17.6% |
| 1Y | -23.5% | +16.0% | -39.5% | -31.8% |
| 3Y | +174.4% | -26.4% | +200.8% | +179.5% |
| 5Y | +227.1% | -64.5% | +291.6% | +363.7% |
| All | +120.1% | +1.1% | +119.0% | +70.8% |
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