+154.6%
ROST vs AVTR
+1.7%
+152.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +0.9% | +2.7% | -1.7% | +0.3% |
| 30D | -8.9% | +12.1% | -20.9% | -11.5% |
| 3M | -0.8% | +57.2% | -58.1% | -12.2% |
| 6M | +8.5% | +73.1% | -64.6% | -6.8% |
| YTD | +28.6% | +30.6% | -2.0% | +18.1% |
| 1Y | +52.3% | +13.5% | +38.8% | +42.6% |
| 3Y | +94.8% | -31.0% | +125.9% | +101.5% |
| 5Y | +110.8% | -63.2% | +174.0% | +162.1% |
| All | +154.6% | +1.7% | +152.9% | +98.8% |
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 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