+2.6%
AVTR vs DD
+81.0%
-78.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.0% | -2.9% | +0.9% | -0.8% |
| 30D | +8.1% | -11.5% | +19.6% | +14.0% |
| 3M | +54.2% | -5.4% | +59.6% | +57.1% |
| 6M | +82.6% | -6.9% | +89.5% | +85.8% |
| YTD | +29.8% | +6.9% | +23.0% | +23.2% |
| 1Y | +18.0% | +35.6% | -17.6% | -0.4% |
| 3Y | -26.4% | +42.5% | -69.0% | -40.7% |
| 5Y | -64.8% | +58.5% | -123.3% | -73.6% |
| All | +2.6% | +81.0% | -78.4% | -40.8% |
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