+85.0%
AON vs AVTR
+3.6%
+81.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.1% | -2.6% |
| 7D | -3.2% | +7.4% | -10.6% | -4.6% |
| 30D | -11.9% | +12.2% | -24.1% | -13.9% |
| 3M | -2.9% | +57.4% | -60.2% | -11.6% |
| 6M | -6.8% | +86.7% | -93.5% | -18.5% |
| YTD | -10.1% | +33.1% | -43.1% | -16.1% |
| 1Y | -14.2% | +16.1% | -30.4% | -18.9% |
| 3Y | -3.3% | -24.6% | +21.4% | -2.3% |
| 5Y | +13.6% | -63.5% | +77.1% | +35.1% |
| All | +85.0% | +3.6% | +81.4% | +68.1% |
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