+52.3%
ROST vs AVTR
+17.0%
+35.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -2.0% | -0.4% | -2.3% |
| 30D | -10.3% | +8.1% | -18.3% | -10.8% |
| 3M | -2.6% | +54.2% | -56.8% | -6.3% |
| 6M | +6.5% | +82.6% | -76.0% | +0.1% |
| YTD | +25.9% | +29.8% | -3.9% | +22.5% |
| 1Y | +52.3% | +18.0% | +34.3% | +47.8% |
| All | +52.3% | +17.0% | +35.4% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling