+90.0%
OKTA vs AVTR
-26.6%
+116.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.4% | -2.0% | +2.4% | +0.8% |
| 30D | +13.8% | +8.1% | +5.8% | +11.8% |
| 3M | +48.9% | +54.2% | -5.3% | +34.2% |
| 6M | +114.9% | +82.6% | +32.4% | +86.1% |
| YTD | +97.9% | +29.8% | +68.0% | +83.3% |
| 1Y | +89.7% | +18.0% | +71.7% | +76.6% |
| All | +90.0% | -26.6% | +116.6% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling