+29.7%
OMC vs AVTR
-64.4%
+94.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.0% |
| 7D | -4.2% | +1.6% | -5.8% | -4.5% |
| 30D | -7.5% | +8.4% | -15.9% | -8.9% |
| 3M | +4.6% | +50.2% | -45.5% | -4.0% |
| 6M | -4.8% | +82.6% | -87.4% | -16.4% |
| YTD | -1.0% | +29.8% | -30.9% | -7.0% |
| 1Y | +3.8% | +16.0% | -12.1% | -1.8% |
| 3Y | +10.2% | -26.4% | +36.7% | +11.6% |
| 5Y | +29.7% | -64.5% | +94.2% | +49.5% |
| All | +29.7% | -64.4% | +94.2% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling