-17.9%
ROP vs AVTR
-25.8%
+7.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -3.2% |
| 7D | -5.4% | +7.4% | -12.8% | -6.5% |
| 30D | -1.6% | +12.2% | -13.9% | -3.5% |
| 3M | +18.8% | +57.4% | -38.5% | +10.5% |
| 6M | +8.2% | +86.7% | -78.5% | -2.2% |
| YTD | -10.5% | +33.1% | -43.6% | -14.9% |
| 1Y | -23.7% | +16.1% | -39.9% | -26.8% |
| 3Y | -17.9% | -24.6% | +6.8% | -15.4% |
| All | -17.9% | -25.8% | +7.9% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling