+508.7%
ONTO vs AVTR
+11.2%
+497.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.0% | +7.9% | +8.5% |
| 7D | +16.4% | +0.5% | +15.9% | +16.6% |
| 30D | -21.4% | +1.5% | -23.0% | -21.7% |
| 3M | -32.7% | +14.2% | -47.0% | -36.4% |
| 6M | -25.2% | +97.4% | -122.6% | -45.8% |
| YTD | +36.2% | +37.3% | -1.0% | +14.3% |
| 1Y | +61.2% | +36.8% | +24.4% | +35.0% |
| 3Y | +58.7% | -15.2% | +73.9% | +54.2% |
| 5Y | +143.6% | -59.2% | +202.8% | +233.8% |
| All | +508.7% | +11.2% | +497.6% | +445.5% |
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