+2.6%
AVTR vs DGX
+184.4%
-181.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.6% | -2.2% | +3.8% | +2.7% |
| 30D | +8.4% | -0.9% | +9.3% | +8.9% |
| 3M | +50.2% | +15.6% | +34.6% | +39.1% |
| 6M | +82.6% | +17.8% | +64.8% | +67.2% |
| YTD | +29.8% | +37.5% | -7.6% | +8.7% |
| 1Y | +16.0% | +31.2% | -15.2% | -0.8% |
| 3Y | -26.4% | +96.6% | -123.0% | -50.8% |
| 5Y | -64.5% | +64.9% | -129.4% | -74.2% |
| All | +2.6% | +184.4% | -181.8% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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