+324.3%
DOCN vs AVTR
-31.1%
+355.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.3% | +3.2% |
| 7D | +1.1% | +2.7% | -1.5% | +0.4% |
| 30D | -9.6% | +12.1% | -21.7% | -12.5% |
| 3M | -37.7% | +57.2% | -94.9% | -47.0% |
| 6M | +115.2% | +73.1% | +42.1% | +75.8% |
| YTD | +133.7% | +30.6% | +103.1% | +110.0% |
| 1Y | +250.2% | +13.5% | +236.7% | +220.0% |
| All | +324.3% | -31.1% | +355.4% | +312.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling