+140.0%
RSP vs AVTR
+6.1%
+133.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.8% | +3.2% | -1.4% | +1.1% |
| 30D | +3.5% | +0.5% | +3.0% | +3.3% |
| 3M | +0.2% | +12.1% | -11.9% | -2.6% |
| 6M | +9.1% | +91.2% | -82.1% | -7.3% |
| YTD | +16.6% | +36.3% | -19.7% | +6.6% |
| 1Y | +17.9% | +35.2% | -17.3% | +7.8% |
| 3Y | +64.6% | -15.8% | +80.4% | +61.4% |
| 5Y | +48.4% | -58.9% | +107.3% | +73.5% |
| All | +140.0% | +6.1% | +133.9% | +105.6% |
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