-27.1%
AVTR vs DVA
+91.2%
-118.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.8% |
| 7D | +1.6% | +2.0% | -0.4% | +1.1% |
| 30D | +8.4% | -0.4% | +8.7% | +8.4% |
| 3M | +50.2% | -7.7% | +57.8% | +52.0% |
| 6M | +82.6% | +20.0% | +62.6% | +74.0% |
| YTD | +29.8% | +61.1% | -31.2% | +13.4% |
| 1Y | +16.0% | +33.9% | -17.9% | +7.5% |
| All | -27.1% | +91.2% | -118.2% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling