+42.7%
ORCL vs AVTR
-58.9%
+101.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | -4.0% | -1.0% | -3.0% | -3.8% |
| 3M | -19.5% | +12.2% | -31.7% | -21.2% |
| 6M | -33.5% | +97.5% | -130.9% | -42.3% |
| YTD | -34.8% | +35.6% | -70.4% | -39.6% |
| 1Y | -41.6% | +32.8% | -74.4% | -45.8% |
| 3Y | +13.8% | -16.5% | +30.3% | +11.1% |
| All | +42.7% | -58.9% | +101.6% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling