+207.1%
ROK vs AVTR
+1.7%
+205.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +0.7% | +2.7% | -2.0% | -0.1% |
| 30D | -3.3% | +12.1% | -15.4% | -6.6% |
| 3M | -5.9% | +57.2% | -63.1% | -18.9% |
| 6M | +13.9% | +73.1% | -59.2% | -5.3% |
| YTD | +12.6% | +30.6% | -18.1% | +1.8% |
| 1Y | +28.6% | +13.5% | +15.1% | +18.4% |
| 3Y | +45.1% | -31.0% | +76.1% | +52.0% |
| 5Y | +45.6% | -63.2% | +108.8% | +84.9% |
| All | +207.1% | +1.7% | +205.4% | +153.6% |
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