-27.1%
AVTR vs DBX
+23.5%
-50.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -3.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +8.4% | 0.0% | +8.4% | +8.2% |
| 3M | +50.2% | +26.1% | +24.0% | +42.4% |
| 6M | +82.6% | +29.4% | +53.2% | +71.0% |
| YTD | +29.8% | +24.4% | +5.4% | +22.6% |
| 1Y | +16.0% | +10.9% | +5.1% | +12.4% |
| All | -27.1% | +23.5% | -50.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling