+261.1%
RCL vs AVTR
-60.1%
+321.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.7% |
| 7D | +6.5% | -3.6% | +10.1% | +7.7% |
| 30D | +15.9% | +0.8% | +15.1% | +15.4% |
| 3M | +2.7% | +17.4% | -14.7% | -3.0% |
| 6M | +15.2% | +83.5% | -68.3% | -7.3% |
| YTD | +19.2% | +35.0% | -15.8% | +5.4% |
| 1Y | +31.6% | +36.7% | -5.1% | +15.8% |
| 3Y | +274.2% | -15.3% | +289.5% | +257.7% |
| All | +261.1% | -60.1% | +321.2% | +353.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling