-100.0%
DFNS vs AVTR
-16.6%
-83.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.7% | -18.7% | -19.3% |
| 7D | -12.7% | +3.2% | -15.8% | -13.1% |
| 30D | -65.2% | +0.5% | -65.7% | -65.3% |
| 3M | -94.6% | +12.1% | -106.7% | -94.7% |
| 6M | -96.2% | +91.2% | -187.4% | -96.2% |
| YTD | -99.6% | +36.3% | -135.9% | -99.6% |
| 1Y | -99.7% | +35.2% | -134.9% | -99.7% |
| 3Y | -100.0% | -15.8% | -84.1% | -100.0% |
| 5Y | -100.0% | -58.9% | -41.0% | -100.0% |
| All | -100.0% | -16.6% | -83.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling