+18.7%
ROP vs AVTR
+1.7%
+17.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.1% | -3.2% |
| 7D | -4.4% | +2.7% | -7.1% | -5.1% |
| 30D | +3.2% | +12.1% | -8.8% | +0.3% |
| 3M | +23.1% | +57.2% | -34.2% | +9.5% |
| 6M | +13.3% | +73.1% | -59.8% | -2.0% |
| YTD | -7.9% | +30.6% | -38.5% | -14.7% |
| 1Y | -22.1% | +13.5% | -35.6% | -26.5% |
| 3Y | -16.8% | -31.0% | +14.2% | -13.7% |
| 5Y | -13.5% | -63.2% | +49.7% | +6.1% |
| All | +18.7% | +1.7% | +17.0% | -0.3% |
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 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