+127.3%
RMD vs AVTR
+5.6%
+121.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +2.1% | -1.0% | +3.1% | +2.3% |
| 3M | +6.2% | +12.2% | -6.0% | +3.5% |
| 6M | +19.4% | +97.5% | -78.1% | +1.9% |
| YTD | +0.5% | +35.6% | -35.1% | -7.3% |
| 1Y | -3.9% | +32.8% | -36.8% | -11.2% |
| 3Y | +72.5% | -16.5% | +89.0% | +68.3% |
| 5Y | -1.5% | -59.1% | +57.6% | +13.9% |
| All | +127.3% | +5.6% | +121.7% | +117.7% |
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