+5.2%
AVTR vs DVA
+263.8%
-258.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | +7.4% | +2.2% | +5.2% | +6.8% |
| 30D | +12.2% | -2.0% | +14.2% | +12.7% |
| 3M | +57.4% | -6.3% | +63.6% | +59.1% |
| 6M | +86.7% | +19.4% | +67.2% | +75.9% |
| YTD | +33.1% | +58.5% | -25.4% | +14.2% |
| 1Y | +16.1% | +33.9% | -17.7% | +4.9% |
| 3Y | -24.6% | +88.4% | -113.1% | -39.2% |
| 5Y | -63.5% | +39.5% | -103.0% | -68.9% |
| All | +5.2% | +263.8% | -258.7% | -32.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling