+124.7%
RCL vs AVTR
+1.7%
+123.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -5.1% | +2.7% | -7.8% | -6.2% |
| 30D | -19.0% | +12.1% | -31.1% | -22.8% |
| 3M | -9.6% | +57.2% | -66.8% | -26.0% |
| 6M | -6.7% | +73.1% | -79.8% | -26.8% |
| YTD | -3.9% | +30.6% | -34.5% | -16.1% |
| 1Y | -25.1% | +13.5% | -38.6% | -32.5% |
| 3Y | +179.1% | -31.0% | +210.1% | +193.7% |
| 5Y | +243.3% | -63.2% | +306.6% | +378.2% |
| All | +124.7% | +1.7% | +123.0% | +74.0% |
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