+59.8%
ROL vs AVTR
+1.7%
+58.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | -1.4% | +2.7% | -4.1% | -1.9% |
| 30D | -4.1% | +12.1% | -16.1% | -5.8% |
| 3M | -22.5% | +57.2% | -79.8% | -28.5% |
| 6M | -37.7% | +73.1% | -110.7% | -43.6% |
| YTD | -39.6% | +30.6% | -70.2% | -42.8% |
| 1Y | -36.0% | +13.5% | -49.5% | -38.5% |
| 3Y | -5.1% | -31.0% | +25.9% | -2.4% |
| 5Y | -3.4% | -63.2% | +59.9% | +13.0% |
| All | +59.8% | +1.7% | +58.1% | +48.7% |
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