-24.6%
AVTR vs DD
+47.1%
-71.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +7.4% | -0.6% | +8.0% | +7.6% |
| 30D | +12.2% | -7.4% | +19.6% | +15.6% |
| 3M | +57.4% | -6.4% | +63.8% | +60.8% |
| 6M | +86.7% | -2.5% | +89.1% | +85.6% |
| YTD | +33.1% | +10.2% | +22.8% | +23.8% |
| 1Y | +16.1% | +36.9% | -20.8% | -3.2% |
| 3Y | -24.6% | +47.0% | -71.6% | -40.9% |
| All | -24.6% | +47.1% | -71.7% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling