+69.8%
ROL vs AVTR
+6.1%
+63.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -1.7% | +3.2% | -4.9% | -2.2% |
| 30D | +18.5% | +0.5% | +18.1% | +18.4% |
| 3M | +4.3% | +12.1% | -7.8% | +2.2% |
| 6M | -27.7% | +91.2% | -118.9% | -35.7% |
| YTD | -35.8% | +36.3% | -72.1% | -39.7% |
| 1Y | -34.1% | +35.2% | -69.3% | -38.1% |
| 3Y | +2.9% | -15.8% | +18.8% | +1.7% |
| 5Y | +12.7% | -58.9% | +71.6% | +28.9% |
| All | +69.8% | +6.1% | +63.7% | +56.6% |
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 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