+15.4%
ORCL vs AVTR
-15.7%
+31.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +10.4% | +3.2% | +7.2% | +9.8% |
| 30D | -11.2% | +0.5% | -11.7% | -11.3% |
| 3M | -16.8% | +12.1% | -28.9% | -18.4% |
| 6M | -31.5% | +91.2% | -122.7% | -39.5% |
| YTD | -33.9% | +36.3% | -70.2% | -38.6% |
| 1Y | -43.3% | +35.2% | -78.5% | -47.3% |
| All | +15.4% | -15.7% | +31.1% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling