+51.1%
OKTA vs AVTR
+3.6%
+47.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.4% |
| 7D | +0.7% | +7.4% | -6.7% | -1.9% |
| 30D | +13.0% | +12.2% | +0.8% | +8.4% |
| 3M | +43.4% | +57.4% | -14.0% | +20.8% |
| 6M | +107.6% | +86.7% | +21.0% | +63.5% |
| YTD | +93.8% | +33.1% | +60.7% | +71.4% |
| 1Y | +80.8% | +16.1% | +64.7% | +63.8% |
| 3Y | +91.8% | -24.6% | +116.4% | +94.0% |
| 5Y | -36.4% | -63.5% | +27.1% | -13.3% |
| All | +51.1% | +3.6% | +47.5% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling