+156.2%
ROST vs AVTR
+5.6%
+150.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +0.5% | -1.0% | +1.5% | +0.7% |
| 3M | -5.2% | +12.2% | -17.4% | -8.1% |
| 6M | +9.8% | +97.5% | -87.6% | -8.7% |
| YTD | +29.4% | +35.6% | -6.2% | +17.5% |
| 1Y | +44.4% | +32.8% | +11.5% | +31.7% |
| 3Y | +95.0% | -16.5% | +111.5% | +90.2% |
| 5Y | +111.9% | -59.1% | +171.0% | +155.6% |
| All | +156.2% | +5.6% | +150.6% | +97.8% |
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