+476.3%
ONTO vs AVTR
+9.8%
+466.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | +17.5% | +0.5% | +17.1% | +17.4% |
| 30D | -15.7% | -1.0% | -14.6% | -15.1% |
| 3M | -39.7% | +12.2% | -51.9% | -42.6% |
| 6M | -26.5% | +97.5% | -123.9% | -46.7% |
| YTD | +29.0% | +35.6% | -6.6% | +8.8% |
| 1Y | +57.0% | +32.8% | +24.1% | +33.2% |
| 3Y | +50.0% | -16.5% | +66.5% | +46.7% |
| 5Y | +127.3% | -59.1% | +186.4% | +211.0% |
| All | +476.3% | +9.8% | +466.5% | +419.1% |
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 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