+141.4%
ORCL vs AVTR
+5.8%
+135.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -6.5% | -0.1% | -6.4% | -6.4% |
| 30D | -16.6% | -0.6% | -15.9% | -16.5% |
| 3M | -21.6% | +13.4% | -35.0% | -23.5% |
| 6M | -39.4% | +87.4% | -126.7% | -46.9% |
| YTD | -38.7% | +35.9% | -74.5% | -43.1% |
| 1Y | -50.4% | +35.4% | -85.7% | -54.0% |
| 3Y | +8.1% | -16.1% | +24.2% | +6.0% |
| 5Y | +34.5% | -59.4% | +93.9% | +50.8% |
| All | +141.4% | +5.8% | +135.6% | +120.0% |
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