+126.7%
RMD vs AVTR
+6.1%
+120.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +0.1% | +3.2% | -3.1% | -0.6% |
| 30D | +1.9% | +0.5% | +1.5% | +1.8% |
| 3M | +6.3% | +12.1% | -5.8% | +3.5% |
| 6M | +18.2% | +91.2% | -73.0% | +1.6% |
| YTD | +0.3% | +36.3% | -36.0% | -7.7% |
| 1Y | -4.3% | +35.2% | -39.5% | -11.8% |
| 3Y | +71.3% | -15.8% | +87.1% | +66.7% |
| 5Y | -1.8% | -58.9% | +57.2% | +13.5% |
| All | +126.7% | +6.1% | +120.5% | +116.9% |
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