+88.9%
RIO vs AVTR
-59.7%
+148.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +0.1% | +3.2% | -3.0% | -0.3% |
| 30D | -10.5% | +0.5% | -11.0% | -10.6% |
| 3M | -15.9% | +12.1% | -28.0% | -17.5% |
| 6M | -22.3% | +91.2% | -113.5% | -30.1% |
| YTD | +9.3% | +36.3% | -27.0% | +2.8% |
| 1Y | +23.0% | +35.2% | -12.2% | +15.7% |
| 3Y | +52.1% | -15.8% | +67.9% | +49.1% |
| 5Y | +88.9% | -58.9% | +147.8% | +105.8% |
| All | +88.9% | -59.7% | +148.5% | +105.8% |
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 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