+32.7%
ORCL vs AVTR
-31.1%
+63.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | +5.3% | +2.7% | +2.6% | +4.8% |
| 30D | +10.0% | +12.1% | -2.1% | +8.1% |
| 3M | -32.6% | +57.2% | -89.8% | -37.9% |
| 6M | +4.9% | +73.1% | -68.1% | -5.2% |
| YTD | -17.8% | +30.6% | -48.4% | -22.8% |
| 1Y | -28.0% | +13.5% | -41.5% | -31.7% |
| All | +32.7% | -31.1% | +63.8% | +31.6% |
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