+51.5%
RSP vs AVTR
-63.6%
+115.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -0.4% | +7.4% | -7.8% | -1.8% |
| 30D | -1.5% | +12.2% | -13.7% | -3.7% |
| 3M | +4.8% | +57.4% | -52.6% | -4.7% |
| 6M | +10.3% | +86.7% | -76.4% | -3.6% |
| YTD | +14.1% | +33.1% | -19.0% | +6.5% |
| 1Y | +17.0% | +16.1% | +0.9% | +10.7% |
| 3Y | +54.2% | -24.6% | +78.8% | +56.0% |
| 5Y | +51.5% | -63.5% | +115.0% | +78.3% |
| All | +51.5% | -63.6% | +115.1% | +78.3% |
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