-27.4%
ON vs AVTR
-25.8%
-1.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -5.0% |
| 7D | -2.2% | +7.4% | -9.6% | -4.2% |
| 30D | -12.4% | +12.2% | -24.6% | -15.4% |
| 3M | -41.2% | +57.4% | -98.6% | -49.8% |
| 6M | +25.0% | +86.7% | -61.7% | -0.3% |
| YTD | +31.3% | +33.1% | -1.8% | +17.3% |
| 1Y | +45.4% | +16.1% | +29.3% | +33.0% |
| 3Y | -27.4% | -24.6% | -2.8% | -26.2% |
| All | -27.4% | -25.8% | -1.6% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling