+16.6%
OMC vs AVTR
+92.8%
-76.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -0.3% | +3.2% | -3.5% | -0.4% |
| 30D | +10.6% | +0.5% | +10.2% | +10.6% |
| 3M | +2.6% | +12.1% | -9.5% | +2.4% |
| 6M | +16.6% | +91.2% | -74.6% | +11.4% |
| All | +16.6% | +92.8% | -76.2% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling