-99.9%
DFNS vs AVTR
-20.5%
-79.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.2% |
| 7D | +4.6% | +1.6% | +3.1% | +4.4% |
| 30D | -73.9% | +8.4% | -82.3% | -74.1% |
| 3M | -71.7% | +50.2% | -121.9% | -71.7% |
| 6M | -94.6% | +82.6% | -177.2% | -94.5% |
| YTD | -98.1% | +29.8% | -127.9% | -98.2% |
| 1Y | -98.3% | +16.0% | -114.3% | -98.4% |
| 3Y | -99.9% | -26.4% | -73.4% | -99.9% |
| 5Y | -99.9% | -64.5% | -35.4% | -99.9% |
| All | -99.9% | -20.5% | -79.3% | -99.9% |
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