-35.0%
AVTR vs OUST
-60.2%
+25.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.8% | -8.0% | +2.1% |
| 7D | +1.9% | +36.7% | -34.8% | -0.4% |
| 30D | +1.5% | -3.3% | +4.9% | +1.4% |
| 3M | +17.1% | -11.1% | +28.2% | +17.2% |
| 6M | +91.5% | +53.1% | +38.4% | +79.7% |
| YTD | +38.8% | +78.2% | -39.4% | +27.9% |
| 1Y | +37.7% | +50.0% | -12.3% | +28.2% |
| 3Y | -13.5% | +836.2% | -849.7% | -34.4% |
| 5Y | -59.3% | -50.0% | -9.3% | -64.6% |
| All | -35.0% | -60.2% | +25.2% | -42.3% |
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