-33.3%
OKTA vs AVTR
-64.6%
+31.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | +13.0% | +6.3% | +6.7% | +10.6% |
| 3M | +41.7% | +53.3% | -11.6% | +20.8% |
| 6M | +105.9% | +78.6% | +27.3% | +65.5% |
| YTD | +92.6% | +29.2% | +63.3% | +72.4% |
| 1Y | +81.1% | +13.8% | +67.2% | +65.1% |
| 3Y | +84.8% | -27.4% | +112.3% | +89.5% |
| All | -33.3% | -64.6% | +31.3% | +13.5% |
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