+198.3%
ROK vs AVTR
+1.1%
+197.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.0% |
| 30D | -5.4% | +8.1% | -13.5% | -7.7% |
| 3M | -4.0% | +54.2% | -58.2% | -16.8% |
| 6M | +13.3% | +82.6% | -69.2% | -7.3% |
| YTD | +9.3% | +29.8% | -20.5% | -1.0% |
| 1Y | +25.8% | +18.0% | +7.8% | +14.4% |
| 3Y | +49.1% | -26.4% | +75.6% | +52.5% |
| 5Y | +45.9% | -64.8% | +110.7% | +88.3% |
| All | +198.3% | +1.1% | +197.2% | +146.8% |
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