-99.9%
DFNS vs AVTR
-63.6%
-36.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | +0.8% | +7.4% | -6.6% | -0.5% |
| 30D | -73.2% | +12.2% | -85.4% | -73.7% |
| 3M | -72.4% | +57.4% | -129.8% | -72.5% |
| 6M | -95.2% | +86.7% | -181.9% | -95.1% |
| YTD | -98.0% | +33.1% | -131.1% | -98.1% |
| 1Y | -98.3% | +16.1% | -114.4% | -98.4% |
| 3Y | -99.9% | -24.6% | -75.3% | -99.9% |
| 5Y | -99.9% | -63.5% | -36.4% | -99.9% |
| All | -99.9% | -63.6% | -36.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling