-70.8%
OPEN vs AVTR
-14.7%
-56.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.5% |
| 7D | -4.3% | +2.7% | -6.9% | -5.7% |
| 30D | -16.2% | +12.1% | -28.3% | -21.4% |
| 3M | -36.4% | +57.2% | -93.6% | -52.5% |
| 6M | -35.5% | +73.1% | -108.5% | -54.8% |
| YTD | -46.0% | +30.6% | -76.6% | -55.4% |
| 1Y | -47.1% | +13.5% | -60.6% | -54.3% |
| 3Y | -19.0% | -31.0% | +12.0% | -7.0% |
| 5Y | -83.6% | -63.2% | -20.3% | -71.1% |
| All | -70.8% | -14.7% | -56.2% | -53.0% |
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