-38.0%
DOCS vs AVTR
-55.0%
+17.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.4% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | +7.8% | +1.5% | +6.2% | +7.3% |
| 3M | +20.0% | +17.1% | +2.9% | +14.8% |
| 6M | +26.5% | +91.5% | -64.9% | +5.9% |
| YTD | -25.8% | +38.8% | -64.6% | -33.1% |
| 1Y | -39.5% | +37.7% | -77.2% | -45.3% |
| 3Y | +60.3% | -13.5% | +73.8% | +45.3% |
| 5Y | -57.0% | -59.3% | +2.3% | -42.2% |
| All | -38.0% | -55.0% | +17.0% | -3.6% |
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