+292.8%
ON vs AVTR
+6.1%
+286.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +17.0% | +3.2% | +13.8% | +15.4% |
| 30D | -3.9% | +0.5% | -4.3% | -3.9% |
| 3M | -11.5% | +12.1% | -23.6% | -16.7% |
| 6M | -29.2% | +91.2% | -120.4% | -50.6% |
| YTD | +36.2% | +36.3% | -0.1% | +10.7% |
| 1Y | +49.6% | +35.2% | +14.4% | +21.4% |
| 3Y | +9.4% | -15.8% | +25.3% | +5.6% |
| 5Y | +25.8% | -58.9% | +84.7% | +84.0% |
| All | +292.8% | +6.1% | +286.7% | +169.0% |
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