+7.7%
AVTR vs DD
+119.9%
-112.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +3.2% | +6.7% | -3.6% | +0.2% |
| 30D | +0.5% | +19.4% | -19.0% | -7.4% |
| 3M | +12.1% | +7.6% | +4.5% | +8.1% |
| 6M | +91.2% | +2.9% | +88.3% | +86.7% |
| YTD | +36.3% | +29.9% | +6.4% | +18.1% |
| 1Y | +35.2% | +28.6% | +6.6% | +17.8% |
| 3Y | -15.8% | +90.0% | -105.8% | -40.4% |
| 5Y | -58.9% | +68.1% | -127.1% | -69.9% |
| All | +7.7% | +119.9% | -112.2% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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