-64.5%
AVTR vs DD
+59.3%
-123.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.3% |
| 7D | +1.6% | -3.8% | +5.3% | +3.2% |
| 30D | +8.4% | -9.2% | +17.6% | +12.9% |
| 3M | +50.2% | -9.0% | +59.1% | +55.4% |
| 6M | +82.6% | -5.0% | +87.5% | +83.8% |
| YTD | +29.8% | +7.4% | +22.5% | +22.6% |
| 1Y | +16.0% | +35.1% | -19.1% | -2.3% |
| 3Y | -26.4% | +43.2% | -69.7% | -41.2% |
| 5Y | -64.5% | +59.6% | -124.1% | -73.5% |
| All | -64.5% | +59.3% | -123.8% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling