-59.6%
AVTR vs OUST
-53.0%
-6.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.5% | +8.0% | +0.1% |
| 7D | +0.5% | -3.8% | +4.2% | +0.7% |
| 30D | -1.0% | +5.1% | -6.1% | -1.7% |
| 3M | +12.2% | -25.8% | +38.0% | +13.9% |
| 6M | +97.5% | -2.0% | +99.5% | +91.9% |
| YTD | +35.6% | +54.7% | -19.1% | +25.2% |
| 1Y | +32.8% | +48.8% | -16.0% | +22.8% |
| 3Y | -16.5% | +607.8% | -624.3% | -37.3% |
| All | -59.6% | -53.0% | -6.6% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling