+3.2%
AVTR vs DG
+24.1%
-20.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | +2.7% | +8.4% | -5.7% | +0.9% |
| 30D | +12.1% | +4.9% | +7.1% | +10.8% |
| 3M | +57.2% | +29.3% | +27.9% | +48.9% |
| 6M | +73.1% | -11.3% | +84.3% | +75.9% |
| YTD | +30.6% | +1.8% | +28.9% | +29.3% |
| 1Y | +13.5% | +25.3% | -11.8% | +7.5% |
| 3Y | -31.0% | +9.1% | -40.1% | -35.3% |
| 5Y | -63.2% | -34.9% | -28.4% | -60.6% |
| All | +3.2% | +24.1% | -20.8% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling