+56.9%
ON vs AVTR
-64.4%
+121.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | -1.9% | +1.6% | -3.4% | -2.5% |
| 30D | -11.0% | +8.4% | -19.4% | -13.9% |
| 3M | -39.3% | +50.2% | -89.5% | -49.5% |
| 6M | +19.8% | +82.6% | -62.7% | -9.3% |
| YTD | +31.1% | +29.8% | +1.2% | +14.0% |
| 1Y | +46.0% | +16.0% | +30.0% | +28.9% |
| 3Y | -27.5% | -26.4% | -1.1% | -23.4% |
| 5Y | +56.9% | -64.5% | +121.4% | +146.1% |
| All | +56.9% | -64.4% | +121.3% | +146.1% |
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