+162.6%
ORCL vs AVTR
+6.9%
+155.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.6% |
| 7D | +3.8% | +0.5% | +3.2% | +3.7% |
| 30D | -6.6% | +1.5% | -8.1% | -6.8% |
| 3M | -11.4% | +14.2% | -25.7% | -13.7% |
| 6M | -33.3% | +97.4% | -130.7% | -42.1% |
| YTD | -33.3% | +37.3% | -70.5% | -38.1% |
| 1Y | -44.9% | +36.8% | -81.7% | -49.0% |
| 3Y | +17.6% | -15.2% | +32.9% | +15.2% |
| 5Y | +46.1% | -59.2% | +105.2% | +63.6% |
| All | +162.6% | +6.9% | +155.8% | +138.9% |
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