+264.7%
ORLY vs AVTR
+0.6%
+264.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | -6.8% | +6.3% | -13.1% | -7.7% |
| 3M | -4.8% | +53.3% | -58.1% | -11.5% |
| 6M | -9.1% | +78.6% | -87.7% | -17.9% |
| YTD | -5.9% | +29.2% | -35.1% | -10.7% |
| 1Y | -20.4% | +13.8% | -34.2% | -23.7% |
| 3Y | +36.6% | -27.4% | +64.0% | +38.5% |
| 5Y | +117.3% | -65.0% | +182.3% | +157.1% |
| All | +264.7% | +0.6% | +264.0% | +197.1% |
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