+4.4%
AVTR vs DOC
-5.6%
+10.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.1% |
| 7D | -9.2% | +6.2% | -15.5% | -11.7% |
| 30D | -1.9% | +6.5% | -8.3% | -4.8% |
| 3M | +13.3% | -6.2% | +19.6% | +16.2% |
| 6M | +88.1% | +25.6% | +62.5% | +67.4% |
| YTD | +32.1% | +32.1% | 0.0% | +14.3% |
| 1Y | +30.7% | +20.3% | +10.5% | +18.2% |
| 3Y | -17.6% | +42.7% | -60.3% | -30.8% |
| 5Y | -60.3% | -22.2% | -38.2% | -57.7% |
| All | +4.4% | -5.6% | +10.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling