+103.5%
RIO vs AVTR
-64.4%
+168.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | +4.0% | +8.4% | -4.3% | +2.7% |
| 3M | +4.5% | +50.2% | -45.6% | -2.1% |
| 6M | +17.3% | +82.6% | -65.2% | +6.3% |
| YTD | +36.2% | +29.8% | +6.3% | +29.3% |
| 1Y | +76.1% | +16.0% | +60.2% | +67.9% |
| 3Y | +102.5% | -26.4% | +129.0% | +104.2% |
| 5Y | +103.5% | -64.5% | +168.0% | +125.2% |
| All | +103.5% | -64.4% | +168.0% | +125.2% |
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 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