-96.0%
DFNS vs AVTR
+87.6%
-183.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.1% | +15.0% | +18.4% |
| 7D | -37.0% | -0.1% | -36.8% | -37.6% |
| 30D | -63.4% | -0.6% | -62.8% | -65.4% |
| 3M | -94.1% | +13.4% | -107.5% | -96.5% |
| All | -96.0% | +87.6% | -183.5% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling