+459.0%
ONTO vs AVTR
+10.0%
+449.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.0% |
| 30D | -32.9% | -0.6% | -32.3% | -32.6% |
| 3M | -32.2% | +13.4% | -45.6% | -35.8% |
| 6M | -30.6% | +87.4% | -118.0% | -48.6% |
| YTD | +25.1% | +35.9% | -10.7% | +5.4% |
| 1Y | +40.0% | +35.4% | +4.6% | +17.7% |
| 3Y | +45.7% | -16.1% | +61.8% | +42.1% |
| 5Y | +128.8% | -59.4% | +188.2% | +213.8% |
| All | +459.0% | +10.0% | +449.0% | +402.9% |
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 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