+35.1%
AVTR vs DVA
+62.2%
-27.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | +0.1% |
| 7D | -6.2% | +4.7% | -11.0% | -6.4% |
| 30D | -1.0% | +7.8% | -8.8% | -1.4% |
| 3M | +14.4% | -15.5% | +29.9% | +15.4% |
| 6M | +95.9% | +25.0% | +70.8% | +95.5% |
| YTD | +36.6% | +69.6% | -33.0% | +38.9% |
| 1Y | +35.1% | +60.6% | -25.4% | +43.4% |
| All | +35.1% | +62.2% | -27.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling