+87.1%
DOCN vs AVTR
-45.2%
+132.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.5% |
| 7D | -12.1% | -0.1% | -12.0% | -11.8% |
| 30D | -41.0% | -0.6% | -40.4% | -40.8% |
| 3M | -38.7% | +13.4% | -52.1% | -42.2% |
| 6M | -51.5% | +87.4% | -138.9% | -65.6% |
| YTD | +65.3% | +35.9% | +29.4% | +37.0% |
| 1Y | +53.9% | +35.4% | +18.5% | +27.1% |
| 3Y | +215.6% | -16.1% | +231.7% | +196.7% |
| 5Y | -26.2% | -59.4% | +33.2% | +32.6% |
| All | +87.1% | -45.2% | +132.3% | +171.0% |
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