+0.9%
ROP vs AVTR
-59.8%
+60.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +30.3% | -0.6% | +31.0% | +30.3% |
| 3M | +17.8% | +13.4% | +4.4% | +14.6% |
| 6M | +38.9% | +87.4% | -48.5% | +22.2% |
| YTD | +7.6% | +35.9% | -28.2% | +0.4% |
| 1Y | +6.5% | +35.4% | -28.9% | -0.7% |
| 3Y | -6.3% | -16.1% | +9.8% | -7.5% |
| 5Y | +0.9% | -59.4% | +60.3% | +21.9% |
| All | +0.9% | -59.8% | +60.7% | +21.9% |
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