-4.7%
ROL vs AVTR
-63.6%
+58.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | -3.4% | +7.4% | -10.8% | -4.2% |
| 30D | -6.9% | +12.2% | -19.2% | -8.1% |
| 3M | -24.6% | +57.4% | -82.0% | -28.6% |
| 6M | -39.5% | +86.7% | -126.2% | -44.1% |
| YTD | -41.1% | +33.1% | -74.2% | -43.3% |
| 1Y | -37.9% | +16.1% | -54.1% | -39.6% |
| 3Y | +0.8% | -24.6% | +25.4% | +2.6% |
| 5Y | -4.7% | -63.5% | +58.8% | +17.0% |
| All | -4.7% | -63.6% | +58.9% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling