-22.1%
ONON vs AVTR
-63.8%
+41.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.4% | -3.2% |
| 7D | -1.7% | +7.4% | -9.1% | -4.2% |
| 30D | -27.4% | +12.2% | -39.6% | -30.4% |
| 3M | -26.5% | +57.4% | -83.9% | -38.5% |
| 6M | -34.2% | +86.7% | -120.9% | -48.8% |
| YTD | -41.3% | +33.1% | -74.4% | -48.4% |
| 1Y | -39.7% | +16.1% | -55.8% | -45.4% |
| 3Y | -7.8% | -24.6% | +16.8% | -6.3% |
| All | -22.1% | -63.8% | +41.7% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling