+3.2%
AVTR vs DD
+87.1%
-83.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +2.7% | -3.5% | +6.2% | +4.3% |
| 30D | +12.1% | -10.3% | +22.4% | +17.5% |
| 3M | +57.2% | -7.5% | +64.8% | +62.0% |
| 6M | +73.1% | -8.0% | +81.1% | +77.3% |
| YTD | +30.6% | +10.5% | +20.2% | +22.1% |
| 1Y | +13.5% | +38.3% | -24.8% | -4.9% |
| 3Y | -31.0% | +42.5% | -73.5% | -44.3% |
| 5Y | -63.2% | +60.2% | -123.4% | -72.5% |
| All | +3.2% | +87.1% | -83.8% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling