+34.2%
OXY vs AVTR
+3.6%
+30.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | -0.5% | +7.4% | -7.9% | -2.3% |
| 30D | +8.5% | +12.2% | -3.7% | +5.2% |
| 3M | +6.0% | +57.4% | -51.4% | -6.8% |
| 6M | +13.0% | +86.7% | -73.7% | -6.1% |
| YTD | +48.9% | +33.1% | +15.8% | +35.3% |
| 1Y | +36.4% | +16.1% | +20.3% | +26.2% |
| 3Y | -2.3% | -24.6% | +22.3% | -1.3% |
| 5Y | +160.6% | -63.5% | +224.1% | +231.2% |
| All | +34.2% | +3.6% | +30.6% | +7.9% |
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