-59.6%
AVTR vs DVA
+64.3%
-123.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +0.5% | -8.8% | +9.2% | +2.5% |
| 30D | -1.0% | -3.4% | +2.4% | -0.6% |
| 3M | +12.2% | -2.6% | +14.8% | +12.2% |
| 6M | +97.5% | -11.9% | +109.3% | +101.1% |
| YTD | +35.6% | +53.6% | -18.0% | +17.3% |
| 1Y | +32.8% | +41.9% | -9.0% | +17.8% |
| 3Y | -16.5% | +97.5% | -114.0% | -32.2% |
| All | -59.6% | +64.3% | -123.9% | -65.5% |
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