-63.6%
AVTR vs DG
-37.9%
-25.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.5% |
| 7D | +7.4% | -2.5% | +9.9% | +7.8% |
| 30D | +12.2% | +1.0% | +11.2% | +11.9% |
| 3M | +57.4% | +20.3% | +37.1% | +52.9% |
| 6M | +86.7% | -11.7% | +98.4% | +88.4% |
| YTD | +33.1% | -2.3% | +35.4% | +32.7% |
| 1Y | +16.1% | +20.0% | -3.9% | +12.7% |
| 3Y | -24.6% | +7.2% | -31.9% | -27.7% |
| All | -63.6% | -37.9% | -25.7% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling