+47.0%
ROK vs AVTR
-64.4%
+111.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | +0.2% | +1.6% | -1.4% | -0.3% |
| 30D | -1.8% | +8.4% | -10.2% | -3.9% |
| 3M | -7.2% | +50.2% | -57.3% | -17.4% |
| 6M | +14.2% | +82.6% | -68.4% | -4.2% |
| YTD | +10.6% | +29.8% | -19.3% | +1.4% |
| 1Y | +25.9% | +16.0% | +9.9% | +16.2% |
| 3Y | +50.8% | -26.4% | +77.2% | +54.8% |
| 5Y | +47.0% | -64.5% | +111.5% | +86.1% |
| All | +47.0% | -64.4% | +111.5% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling