+13.7%
ROP vs AVTR
+1.1%
+12.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.7% |
| 7D | -6.1% | +1.6% | -7.7% | -6.5% |
| 30D | -3.4% | +8.4% | -11.7% | -5.3% |
| 3M | +16.7% | +50.2% | -33.5% | +5.1% |
| 6M | +8.1% | +82.6% | -74.5% | -7.8% |
| YTD | -11.7% | +29.8% | -41.5% | -18.1% |
| 1Y | -24.2% | +16.0% | -40.2% | -29.0% |
| 3Y | -19.0% | -26.4% | +7.5% | -17.6% |
| 5Y | -15.9% | -64.5% | +48.6% | +4.4% |
| All | +13.7% | +1.1% | +12.7% | -4.3% |
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