+2.0%
RDW vs AVTR
-49.3%
+51.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.9% | -1.1% | +1.9% | +1.3% |
| 30D | -21.3% | +6.3% | -27.6% | -22.9% |
| 3M | -37.9% | +53.3% | -91.2% | -47.4% |
| 6M | +12.3% | +78.6% | -66.4% | -10.0% |
| YTD | +39.7% | +29.2% | +10.5% | +24.7% |
| 1Y | +25.7% | +13.8% | +11.8% | +14.0% |
| 3Y | +230.8% | -27.4% | +258.3% | +231.0% |
| 5Y | -8.8% | -65.0% | +56.3% | +5.5% |
| All | +2.0% | -49.3% | +51.3% | +15.8% |
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 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