-38.8%
AVTR vs OUST
-62.4%
+23.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +2.7% | +5.2% | -2.6% | +2.3% |
| 30D | +12.1% | -19.3% | +31.3% | +13.5% |
| 3M | +57.2% | -22.6% | +79.9% | +57.5% |
| 6M | +73.1% | +62.8% | +10.3% | +61.8% |
| YTD | +30.6% | +68.3% | -37.7% | +21.4% |
| 1Y | +13.5% | +28.5% | -15.1% | +6.4% |
| 3Y | -31.0% | +554.0% | -585.1% | -46.1% |
| 5Y | -63.2% | -56.2% | -7.0% | -67.6% |
| All | -38.8% | -62.4% | +23.6% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling