+134.9%
RSP vs AVTR
+5.1%
+129.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -1.0% | -3.6% | +2.6% | -0.2% |
| 30D | +2.6% | +0.8% | +1.8% | +2.3% |
| 3M | -0.8% | +17.4% | -18.2% | -4.6% |
| 6M | +6.3% | +83.5% | -77.2% | -8.9% |
| YTD | +14.1% | +35.0% | -20.9% | +4.5% |
| 1Y | +18.0% | +36.7% | -18.6% | +7.6% |
| 3Y | +61.0% | -15.3% | +76.3% | +57.5% |
| 5Y | +45.6% | -59.5% | +105.1% | +70.8% |
| All | +134.9% | +5.1% | +129.8% | +101.7% |
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