+175.6%
RCL vs AVTR
+5.6%
+170.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.2% | +0.5% | -1.6% | -1.4% |
| 30D | +17.8% | -1.0% | +18.9% | +18.1% |
| 3M | +4.9% | +12.2% | -7.3% | -0.4% |
| 6M | +23.7% | +97.5% | -73.7% | -8.4% |
| YTD | +17.8% | +35.6% | -17.8% | +1.0% |
| 1Y | +28.9% | +32.8% | -3.9% | +11.3% |
| 3Y | +241.9% | -16.5% | +258.4% | +228.4% |
| 5Y | +295.4% | -59.1% | +354.5% | +426.2% |
| All | +175.6% | +5.6% | +170.0% | +109.2% |
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 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