-29.7%
RIG vs AVTR
-26.6%
-3.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.4% |
| 7D | -8.2% | +1.6% | -9.8% | -8.5% |
| 30D | -0.2% | +8.4% | -8.6% | -1.6% |
| 3M | -2.7% | +50.2% | -52.9% | -10.4% |
| 6M | -7.5% | +82.6% | -90.0% | -18.6% |
| YTD | +38.3% | +29.8% | +8.4% | +30.4% |
| 1Y | +81.8% | +16.0% | +65.9% | +71.8% |
| All | -29.7% | -26.6% | -3.1% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling