+53.9%
ROL vs AVTR
+1.1%
+52.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.8% |
| 7D | -3.3% | +1.6% | -4.8% | -3.5% |
| 30D | -7.2% | +8.4% | -15.6% | -8.5% |
| 3M | -27.0% | +50.2% | -77.1% | -32.0% |
| 6M | -39.5% | +82.6% | -122.1% | -45.8% |
| YTD | -41.8% | +29.8% | -71.6% | -44.8% |
| 1Y | -38.9% | +16.0% | -54.8% | -41.5% |
| 3Y | -0.4% | -26.4% | +26.1% | +1.0% |
| 5Y | -4.2% | -64.5% | +60.3% | +12.9% |
| All | +53.9% | +1.1% | +52.8% | +43.3% |
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