+137.5%
ORCL vs AVTR
+5.1%
+132.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -11.2% | -3.6% | -7.5% | -10.5% |
| 30D | -18.8% | +0.8% | -19.6% | -19.0% |
| 3M | -18.8% | +17.4% | -36.2% | -21.3% |
| 6M | -39.7% | +83.5% | -123.2% | -47.0% |
| YTD | -39.6% | +35.0% | -74.6% | -43.9% |
| 1Y | -51.7% | +36.7% | -88.4% | -55.4% |
| 3Y | +10.2% | -15.3% | +25.6% | +7.9% |
| 5Y | +30.8% | -59.5% | +90.3% | +46.7% |
| All | +137.5% | +5.1% | +132.4% | +116.7% |
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