-36.8%
AVTR vs OUST
-64.1%
+27.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.0% | -11.8% | +1.2% |
| 7D | -3.6% | +17.0% | -20.6% | -4.8% |
| 30D | +0.8% | -16.5% | +17.3% | +1.7% |
| 3M | +17.4% | -23.7% | +41.0% | +18.8% |
| 6M | +83.5% | +18.4% | +65.1% | +75.5% |
| YTD | +35.0% | +60.8% | -25.8% | +25.3% |
| 1Y | +36.7% | +44.2% | -7.5% | +27.5% |
| 3Y | -15.3% | +668.1% | -683.4% | -34.8% |
| 5Y | -59.5% | -48.8% | -10.7% | -64.6% |
| All | -36.8% | -64.1% | +27.3% | -43.4% |
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