-5.8%
OSCR vs AVTR
-49.0%
+43.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | +10.7% | +6.3% | +4.4% | +8.3% |
| 3M | +13.4% | +53.3% | -40.0% | -3.9% |
| 6M | +144.6% | +78.6% | +65.9% | +95.7% |
| YTD | +128.0% | +29.2% | +98.8% | +102.5% |
| 1Y | +68.7% | +13.8% | +54.8% | +53.4% |
| 3Y | +398.8% | -27.4% | +426.2% | +417.9% |
| 5Y | +87.3% | -65.0% | +152.3% | +165.2% |
| All | -5.8% | -49.0% | +43.2% | +13.6% |
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