+108.2%
ROST vs AVTR
-64.4%
+172.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.4% |
| 7D | -2.2% | +1.6% | -3.8% | -2.5% |
| 30D | -11.4% | +8.4% | -19.8% | -12.6% |
| 3M | -1.6% | +50.2% | -51.8% | -8.6% |
| 6M | +6.8% | +82.6% | -75.8% | -4.5% |
| YTD | +25.8% | +29.8% | -4.0% | +19.0% |
| 1Y | +52.4% | +16.0% | +36.4% | +45.3% |
| 3Y | +94.4% | -26.4% | +120.8% | +97.1% |
| 5Y | +108.2% | -64.5% | +172.7% | +146.2% |
| All | +108.2% | -64.4% | +172.7% | +146.2% |
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