+158.3%
OVV vs AVTR
-64.3%
+222.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +0.3% | +2.7% | -2.4% | -0.3% |
| 30D | +11.7% | +12.1% | -0.3% | +9.0% |
| 3M | +9.8% | +57.2% | -47.4% | -0.9% |
| 6M | +26.6% | +73.1% | -46.5% | +11.1% |
| YTD | +67.0% | +30.6% | +36.4% | +56.0% |
| 1Y | +55.9% | +13.5% | +42.4% | +47.8% |
| 3Y | +45.5% | -31.0% | +76.5% | +51.7% |
| All | +158.3% | -64.3% | +222.7% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling