+162.3%
ROST vs AVTR
+6.1%
+156.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +0.9% | +3.2% | -2.3% | +0.1% |
| 30D | +5.1% | +0.5% | +4.7% | +4.9% |
| 3M | -4.3% | +12.1% | -16.4% | -7.2% |
| 6M | +9.4% | +91.2% | -81.8% | -8.3% |
| YTD | +32.5% | +36.3% | -3.8% | +20.2% |
| 1Y | +46.9% | +35.2% | +11.7% | +33.3% |
| 3Y | +98.1% | -15.8% | +113.9% | +92.8% |
| 5Y | +116.9% | -58.9% | +175.9% | +161.4% |
| All | +162.3% | +6.1% | +156.2% | +102.3% |
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