+140.3%
RSP vs AVTR
+8.1%
+132.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.6% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +3.7% | +1.5% | +2.2% | +3.3% |
| 3M | +0.8% | +17.1% | -16.3% | -3.0% |
| 6M | +9.1% | +91.5% | -82.4% | -7.4% |
| YTD | +16.7% | +38.8% | -22.1% | +6.2% |
| 1Y | +19.7% | +37.7% | -18.1% | +8.9% |
| 3Y | +66.7% | -13.5% | +80.2% | +62.4% |
| 5Y | +48.7% | -59.3% | +108.0% | +74.5% |
| All | +140.3% | +8.1% | +132.2% | +105.0% |
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