+82.0%
ROKU vs AVTR
+1.1%
+80.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.5% |
| 7D | -3.0% | +1.6% | -4.6% | -3.7% |
| 30D | +0.7% | +8.4% | -7.7% | -2.9% |
| 3M | +26.5% | +50.2% | -23.7% | +3.7% |
| 6M | +52.6% | +82.6% | -29.9% | +13.6% |
| YTD | +40.9% | +29.8% | +11.1% | +21.9% |
| 1Y | +57.6% | +16.0% | +41.7% | +38.4% |
| 3Y | +83.2% | -26.4% | +109.6% | +89.2% |
| 5Y | -54.8% | -64.5% | +9.6% | -32.6% |
| All | +82.0% | +1.1% | +80.9% | +82.0% |
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 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