+265.8%
ORLY vs AVTR
+1.1%
+264.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | -1.0% | +1.6% | -2.6% | -1.3% |
| 30D | -6.7% | +8.4% | -15.0% | -7.9% |
| 3M | -3.8% | +50.2% | -54.0% | -10.3% |
| 6M | -9.0% | +82.6% | -91.6% | -18.1% |
| YTD | -5.6% | +29.8% | -35.5% | -10.5% |
| 1Y | -19.5% | +16.0% | -35.5% | -23.1% |
| 3Y | +34.7% | -26.4% | +61.2% | +36.3% |
| 5Y | +118.0% | -64.5% | +182.5% | +157.0% |
| All | +265.8% | +1.1% | +264.7% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling