-72.2%
OPEN vs AVTR
-15.2%
-57.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -0.9% |
| 7D | -2.9% | +1.6% | -4.5% | -3.9% |
| 30D | -13.8% | +8.4% | -22.2% | -17.7% |
| 3M | -30.9% | +50.2% | -81.0% | -47.0% |
| 6M | -40.9% | +82.6% | -123.5% | -60.0% |
| YTD | -48.5% | +29.8% | -78.4% | -57.4% |
| 1Y | -50.9% | +16.0% | -66.9% | -58.2% |
| 3Y | -20.6% | -26.4% | +5.8% | -13.5% |
| 5Y | -84.2% | -64.5% | -19.7% | -71.6% |
| All | -72.2% | -15.2% | -57.1% | -55.1% |
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