-64.8%
AVTR vs DVA
+40.8%
-105.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.0% | -0.2% | -1.9% | -2.0% |
| 30D | +8.1% | +1.7% | +6.4% | +7.6% |
| 3M | +54.2% | -8.7% | +62.9% | +56.7% |
| 6M | +82.6% | +19.7% | +62.9% | +73.1% |
| YTD | +29.8% | +59.6% | -29.8% | +12.9% |
| 1Y | +18.0% | +37.1% | -19.1% | +7.3% |
| 3Y | -26.4% | +89.8% | -116.2% | -38.8% |
| 5Y | -64.8% | +47.4% | -112.2% | -70.8% |
| All | -64.8% | +40.8% | -105.7% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling