+26.5%
ON vs AVTR
-59.2%
+85.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.4% |
| 7D | +3.3% | +0.5% | +2.8% | +3.3% |
| 30D | -3.1% | +1.5% | -4.7% | -3.5% |
| 3M | -9.2% | +14.2% | -23.5% | -14.0% |
| 6M | -31.4% | +97.4% | -128.7% | -49.4% |
| YTD | +36.0% | +37.3% | -1.3% | +15.6% |
| 1Y | +52.0% | +36.8% | +15.2% | +28.8% |
| 3Y | +9.3% | -15.2% | +24.5% | +7.9% |
| 5Y | +26.5% | -59.2% | +85.7% | +98.9% |
| All | +26.5% | -59.2% | +85.7% | +98.9% |
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