-36.2%
AVTR vs OUST
-62.3%
+26.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.4% |
| 7D | +3.2% | +19.9% | -16.8% | +1.8% |
| 30D | +0.5% | +3.6% | -3.1% | -0.1% |
| 3M | +12.1% | -20.6% | +32.8% | +13.2% |
| 6M | +91.2% | +35.1% | +56.1% | +81.3% |
| YTD | +36.3% | +69.1% | -32.8% | +26.0% |
| 1Y | +35.2% | +49.9% | -14.7% | +25.8% |
| 3Y | -15.8% | +642.4% | -658.2% | -35.0% |
| 5Y | -58.9% | -48.3% | -10.6% | -64.3% |
| All | -36.2% | -62.3% | +26.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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