-17.1%
AVTR vs OUST
+537.2%
-554.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.0% | +5.7% | -2.7% |
| 7D | -9.2% | -5.0% | -4.2% | -9.0% |
| 30D | -1.9% | -32.0% | +30.2% | +0.3% |
| 3M | +13.3% | -32.4% | +45.7% | +15.5% |
| 6M | +88.1% | +6.7% | +81.4% | +81.0% |
| YTD | +32.1% | +41.0% | -8.9% | +23.4% |
| 1Y | +30.7% | +18.0% | +12.8% | +23.4% |
| All | -17.1% | +537.2% | -554.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling