+119.7%
OKTA vs AVTR
+37.4%
+82.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -14.2% | -6.2% | -8.0% | -12.4% |
| 30D | -12.5% | -1.0% | -11.5% | -12.0% |
| 3M | +29.2% | +14.4% | +14.8% | +24.9% |
| 6M | +147.3% | +95.9% | +51.5% | +100.2% |
| YTD | +120.9% | +36.6% | +84.4% | +94.2% |
| 1Y | +119.7% | +35.1% | +84.5% | +92.3% |
| All | +119.7% | +37.4% | +82.3% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling