+205.5%
RIO vs AVTR
+1.7%
+203.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.7% |
| 7D | 0.0% | +2.7% | -2.7% | -0.6% |
| 30D | +4.0% | +12.1% | -8.1% | +1.6% |
| 3M | +0.1% | +57.2% | -57.1% | -9.2% |
| 6M | +12.7% | +73.1% | -60.3% | -0.2% |
| YTD | +35.6% | +30.6% | +4.9% | +26.4% |
| 1Y | +73.7% | +13.5% | +60.2% | +64.3% |
| 3Y | +93.3% | -31.0% | +124.3% | +98.6% |
| 5Y | +92.4% | -63.2% | +155.7% | +126.7% |
| All | +205.5% | +1.7% | +203.8% | +152.1% |
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