+467.1%
DDOG vs AVTR
-3.4%
+470.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.3% |
| 7D | -10.1% | +2.7% | -12.8% | -11.1% |
| 30D | -24.8% | +12.1% | -36.9% | -28.0% |
| 3M | -12.6% | +57.2% | -69.8% | -27.1% |
| 6M | +79.9% | +73.1% | +6.9% | +43.3% |
| YTD | +56.6% | +30.6% | +25.9% | +38.3% |
| 1Y | +61.6% | +13.5% | +48.1% | +46.3% |
| 3Y | +117.9% | -31.0% | +148.9% | +128.0% |
| 5Y | +54.2% | -63.2% | +117.5% | +121.0% |
| All | +467.1% | -3.4% | +470.5% | +439.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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