+137.2%
RSP vs AVTR
+1.7%
+135.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | -0.8% | +2.7% | -3.4% | -1.4% |
| 30D | -0.3% | +12.1% | -12.4% | -3.0% |
| 3M | +4.3% | +57.2% | -53.0% | -6.9% |
| 6M | +8.8% | +73.1% | -64.2% | -5.5% |
| YTD | +15.3% | +30.6% | -15.4% | +6.6% |
| 1Y | +18.3% | +13.5% | +4.8% | +11.3% |
| 3Y | +52.8% | -31.0% | +83.8% | +58.0% |
| 5Y | +51.7% | -63.2% | +114.9% | +82.2% |
| All | +137.2% | +1.7% | +135.5% | +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 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