+30.9%
ROK vs AVTR
-59.7%
+90.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +6.1% | +3.2% | +2.9% | +5.2% |
| 30D | -6.5% | +0.5% | -6.9% | -6.5% |
| 3M | -10.2% | +12.1% | -22.3% | -12.9% |
| 6M | -10.6% | +91.2% | -101.8% | -25.9% |
| YTD | +4.9% | +36.3% | -31.4% | -5.1% |
| 1Y | +3.8% | +35.2% | -31.4% | -6.1% |
| 3Y | +63.5% | -15.8% | +79.3% | +61.5% |
| 5Y | +30.9% | -58.9% | +89.9% | +65.0% |
| All | +30.9% | -59.7% | +90.6% | +65.0% |
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