+65.3%
RIG vs AVTR
-64.7%
+130.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -4.2% | -2.0% | -2.1% | -3.8% |
| 30D | -0.7% | +8.1% | -8.7% | -2.2% |
| 3M | -4.0% | +54.2% | -58.2% | -12.4% |
| 6M | -6.3% | +82.6% | -88.9% | -18.0% |
| YTD | +39.7% | +29.8% | +9.9% | +31.1% |
| 1Y | +78.1% | +18.0% | +60.1% | +67.2% |
| 3Y | -29.5% | -26.4% | -3.0% | -27.5% |
| 5Y | +65.3% | -64.8% | +130.2% | +55.4% |
| All | +65.3% | -64.7% | +130.0% | +55.4% |
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