-22.3%
RIG vs AVTR
+3.6%
-25.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.1% |
| 7D | -2.7% | +7.4% | -10.1% | -4.8% |
| 30D | +9.5% | +12.2% | -2.7% | +5.7% |
| 3M | -6.6% | +57.4% | -64.0% | -19.8% |
| 6M | -2.9% | +86.7% | -89.5% | -21.7% |
| YTD | +39.5% | +33.1% | +6.4% | +24.5% |
| 1Y | +82.3% | +16.1% | +66.1% | +65.5% |
| 3Y | -29.6% | -24.6% | -5.0% | -28.3% |
| 5Y | +63.2% | -63.5% | +126.7% | +110.7% |
| All | -22.3% | +3.6% | -25.9% | -45.8% |
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