+271.4%
RMBS vs AVTR
-64.7%
+336.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.6% |
| 7D | +3.5% | +1.6% | +1.9% | +2.9% |
| 30D | -8.6% | +8.4% | -17.0% | -10.7% |
| 3M | -40.3% | +50.2% | -90.5% | -48.1% |
| 6M | -1.0% | +82.6% | -83.6% | -19.7% |
| YTD | -4.6% | +29.8% | -34.5% | -13.7% |
| 1Y | +17.6% | +16.0% | +1.6% | +6.8% |
| 3Y | +58.6% | -26.4% | +85.1% | +63.0% |
| All | +271.4% | -64.7% | +336.1% | +407.0% |
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