-27.1%
RKT vs AVTR
-33.9%
+6.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -6.3% | -1.1% | -5.2% | -5.9% |
| 30D | -6.2% | +6.3% | -12.5% | -8.5% |
| 3M | -1.9% | +53.3% | -55.2% | -18.5% |
| 6M | -13.0% | +78.6% | -91.7% | -32.4% |
| YTD | -31.9% | +29.2% | -61.2% | -39.9% |
| 1Y | -37.6% | +13.8% | -51.4% | -43.2% |
| 3Y | +36.8% | -27.4% | +64.3% | +43.3% |
| 5Y | -9.7% | -65.0% | +55.3% | +25.3% |
| All | -27.1% | -33.9% | +6.8% | -30.5% |
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