-38.9%
ROL vs AVTR
+13.4%
-52.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -1.1% |
| 7D | -3.3% | +1.6% | -4.8% | -3.3% |
| 30D | -7.2% | +8.4% | -15.6% | -7.4% |
| 3M | -27.0% | +50.2% | -77.1% | -28.0% |
| 6M | -39.5% | +82.6% | -122.1% | -41.3% |
| YTD | -41.8% | +29.8% | -71.6% | -42.1% |
| 1Y | -38.9% | +16.0% | -54.8% | -37.8% |
| All | -38.9% | +13.4% | -52.3% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling