-58.9%
AVTR vs DD
+67.6%
-126.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.2% | +6.7% | -3.6% | +0.3% |
| 30D | +0.5% | +19.4% | -19.0% | -7.2% |
| 3M | +12.1% | +7.6% | +4.5% | +8.2% |
| 6M | +91.2% | +2.9% | +88.3% | +87.1% |
| YTD | +36.3% | +29.9% | +6.4% | +17.7% |
| 1Y | +35.2% | +28.6% | +6.6% | +17.4% |
| 3Y | -15.8% | +90.0% | -105.8% | -41.4% |
| 5Y | -58.9% | +68.1% | -127.1% | -71.5% |
| All | -58.9% | +67.6% | -126.5% | -71.5% |
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