-100.0%
DFNS vs AVTR
-16.8%
-83.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.1% | +15.0% | +13.1% |
| 7D | -37.0% | -0.1% | -36.8% | -37.0% |
| 30D | -63.4% | -0.6% | -62.8% | -63.4% |
| 3M | -94.1% | +13.4% | -107.5% | -94.2% |
| 6M | -96.3% | +87.4% | -183.7% | -96.3% |
| YTD | -99.6% | +35.9% | -135.4% | -99.6% |
| 1Y | -99.7% | +35.4% | -135.1% | -99.7% |
| 3Y | -100.0% | -16.1% | -83.9% | -100.0% |
| 5Y | -100.0% | -59.4% | -40.6% | -100.0% |
| All | -100.0% | -16.8% | -83.1% | -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