+66.4%
DOCN vs AVTR
-46.7%
+113.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.6% | -14.4% |
| 7D | -29.3% | -9.2% | -20.0% | -25.9% |
| 30D | -46.0% | -1.9% | -44.2% | -45.5% |
| 3M | -43.2% | +13.3% | -56.5% | -46.4% |
| 6M | -53.7% | +88.1% | -141.8% | -67.3% |
| YTD | +46.9% | +32.1% | +14.8% | +23.3% |
| 1Y | +54.3% | +30.7% | +23.6% | +29.4% |
| 3Y | +185.5% | -17.6% | +203.1% | +169.8% |
| 5Y | -31.1% | -60.3% | +29.2% | +25.4% |
| All | +66.4% | -46.7% | +113.0% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling