+119.2%
ORLY vs AVTR
-64.6%
+183.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | -6.8% | +6.3% | -13.1% | -7.3% |
| 3M | -4.8% | +53.3% | -58.1% | -8.6% |
| 6M | -9.1% | +78.6% | -87.7% | -14.2% |
| YTD | -5.9% | +29.2% | -35.1% | -8.7% |
| 1Y | -20.4% | +13.8% | -34.2% | -22.3% |
| 3Y | +36.6% | -27.4% | +64.0% | +39.0% |
| All | +119.2% | -64.6% | +183.8% | +156.7% |
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