-27.5%
DOCN vs AVTR
-58.9%
+31.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | +19.1% | +0.5% | +18.6% | +18.9% |
| 30D | -21.0% | -1.0% | -20.0% | -20.4% |
| 3M | -34.7% | +12.2% | -47.0% | -38.2% |
| 6M | -45.8% | +97.5% | -143.2% | -62.6% |
| YTD | +79.4% | +35.6% | +43.8% | +48.8% |
| 1Y | +91.0% | +32.8% | +58.2% | +59.3% |
| 3Y | +237.5% | -16.5% | +253.9% | +215.4% |
| All | -27.5% | -58.9% | +31.5% | +56.9% |
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