+674.4%
RMBS vs AVTR
+3.6%
+670.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | +3.0% | +7.4% | -4.4% | +0.5% |
| 30D | -14.4% | +12.2% | -26.6% | -17.6% |
| 3M | -42.8% | +57.4% | -100.2% | -51.9% |
| 6M | -1.4% | +86.7% | -88.1% | -22.3% |
| YTD | -5.4% | +33.1% | -38.5% | -16.1% |
| 1Y | +18.6% | +16.1% | +2.4% | +6.9% |
| 3Y | +57.3% | -24.6% | +81.9% | +59.7% |
| 5Y | +265.7% | -63.5% | +329.2% | +381.1% |
| All | +674.4% | +3.6% | +670.8% | +560.3% |
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