+45.5%
OMC vs AVTR
+5.6%
+40.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +12.2% | -1.0% | +13.2% | +12.3% |
| 3M | +0.6% | +12.2% | -11.6% | -1.8% |
| 6M | +21.0% | +97.5% | -76.5% | +4.5% |
| YTD | +12.4% | +35.6% | -23.2% | +4.3% |
| 1Y | +25.4% | +32.8% | -7.4% | +16.7% |
| 3Y | +29.2% | -16.5% | +45.7% | +27.7% |
| 5Y | +52.6% | -59.1% | +111.7% | +70.5% |
| All | +45.5% | +5.6% | +40.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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