-27.1%
AVTR vs DG
+4.6%
-31.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.1% |
| 7D | +1.6% | -4.8% | +6.4% | +2.2% |
| 30D | +8.4% | +1.8% | +6.6% | +8.0% |
| 3M | +50.2% | +14.5% | +35.7% | +47.5% |
| 6M | +82.6% | -13.6% | +96.1% | +83.7% |
| YTD | +29.8% | -4.8% | +34.7% | +29.7% |
| 1Y | +16.0% | +21.6% | -5.6% | +13.4% |
| All | -27.1% | +4.6% | -31.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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