-98.3%
DFNS vs AVTR
+16.8%
-115.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +2.6% |
| 7D | -16.0% | +2.7% | -18.7% | -19.0% |
| 30D | -77.7% | +12.1% | -89.7% | -81.0% |
| 3M | -77.2% | +57.2% | -134.4% | -83.8% |
| 6M | -95.2% | +73.1% | -168.2% | -96.8% |
| YTD | -98.0% | +30.6% | -128.6% | -98.4% |
| 1Y | -98.3% | +13.5% | -111.8% | -98.8% |
| All | -98.3% | +16.8% | -115.0% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling