+70.5%
DOCN vs AVTR
-45.5%
+116.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.5% |
| 7D | -19.2% | -3.6% | -15.5% | -17.6% |
| 30D | -43.1% | +0.8% | -43.8% | -43.2% |
| 3M | -40.7% | +17.4% | -58.1% | -45.0% |
| 6M | -55.0% | +83.5% | -138.5% | -67.8% |
| YTD | +50.6% | +35.0% | +15.6% | +25.2% |
| 1Y | +54.0% | +36.7% | +17.3% | +26.4% |
| 3Y | +203.9% | -15.3% | +219.2% | +183.1% |
| 5Y | -29.4% | -59.5% | +30.1% | +27.3% |
| All | +70.5% | -45.5% | +116.1% | +147.6% |
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