+3.2%
AVTR vs DVA
+271.8%
-268.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +2.7% | +1.8% | +0.8% | +2.2% |
| 30D | +12.1% | -2.5% | +14.5% | +12.7% |
| 3M | +57.2% | -4.3% | +61.5% | +58.2% |
| 6M | +73.1% | +18.9% | +54.2% | +63.3% |
| YTD | +30.6% | +61.9% | -31.3% | +11.5% |
| 1Y | +13.5% | +35.7% | -22.2% | +2.2% |
| 3Y | -31.0% | +78.6% | -109.7% | -43.4% |
| 5Y | -63.2% | +39.2% | -102.4% | -68.6% |
| All | +3.2% | +271.8% | -268.5% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling