+632.9%
RMBS vs AVTR
+5.6%
+627.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +10.3% | +0.5% | +9.9% | +10.2% |
| 30D | -10.7% | -1.0% | -9.7% | -10.3% |
| 3M | -17.2% | +12.2% | -29.4% | -20.4% |
| 6M | -39.0% | +97.5% | -136.5% | -52.8% |
| YTD | -10.5% | +35.6% | -46.1% | -21.2% |
| 1Y | -11.0% | +32.8% | -43.8% | -21.2% |
| 3Y | +31.3% | -16.5% | +47.8% | +28.8% |
| 5Y | +242.8% | -59.1% | +301.9% | +333.7% |
| All | +632.9% | +5.6% | +627.3% | +520.3% |
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