+675.1%
RMBS vs AVTR
+0.6%
+674.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.8% | -1.1% | +2.8% | +2.1% |
| 30D | -13.9% | +6.3% | -20.2% | -15.7% |
| 3M | -39.8% | +53.3% | -93.1% | -49.0% |
| 6M | -6.0% | +78.6% | -84.7% | -24.8% |
| YTD | -5.4% | +29.2% | -34.6% | -15.3% |
| 1Y | -1.8% | +13.8% | -15.7% | -11.0% |
| 3Y | +53.7% | -27.4% | +81.1% | +58.0% |
| 5Y | +268.5% | -65.0% | +333.5% | +391.9% |
| All | +675.1% | +0.6% | +674.5% | +567.1% |
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 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