+194.0%
RIO vs AVTR
+1.1%
+193.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -3.4% | -2.0% | -1.3% | -3.0% |
| 30D | +0.6% | +8.1% | -7.5% | -1.0% |
| 3M | +2.5% | +54.2% | -51.7% | -6.7% |
| 6M | +10.8% | +82.6% | -71.8% | -3.0% |
| YTD | +30.5% | +29.8% | +0.6% | +21.8% |
| 1Y | +68.1% | +18.0% | +50.1% | +57.5% |
| 3Y | +94.0% | -26.4% | +120.5% | +96.0% |
| 5Y | +92.0% | -64.8% | +156.9% | +129.1% |
| All | +194.0% | +1.1% | +193.0% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling