+11.1%
RDW vs AVTR
+37.4%
-26.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.1% |
| 7D | -14.3% | -6.2% | -8.1% | -12.2% |
| 30D | -26.0% | -1.0% | -25.0% | -25.7% |
| 3M | -27.4% | +14.4% | -41.8% | -30.7% |
| 6M | -10.6% | +95.9% | -106.5% | -40.3% |
| YTD | +1.6% | +36.6% | -35.0% | -17.5% |
| 1Y | +11.1% | +35.1% | -24.1% | -8.6% |
| All | +11.1% | +37.4% | -26.3% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling