+145.1%
ORCL vs AVTR
+8.1%
+137.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.3% | +2.6% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | -15.3% | +1.5% | -16.8% | -15.5% |
| 3M | -18.2% | +17.1% | -35.3% | -20.7% |
| 6M | -38.4% | +91.5% | -129.9% | -46.3% |
| YTD | -37.7% | +38.8% | -76.5% | -42.4% |
| 1Y | -49.3% | +37.7% | -87.0% | -53.1% |
| 3Y | +10.6% | -13.5% | +24.1% | +7.9% |
| 5Y | +35.5% | -59.3% | +94.8% | +51.8% |
| All | +145.1% | +8.1% | +137.0% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling