-38.7%
DOCS vs AVTR
-56.3%
+17.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.6% |
| 7D | -0.8% | -3.6% | +2.9% | +0.2% |
| 30D | +17.4% | +0.8% | +16.6% | +17.1% |
| 3M | +57.4% | +17.4% | +40.0% | +50.8% |
| 6M | +26.5% | +83.5% | -57.0% | +7.1% |
| YTD | -26.6% | +35.0% | -61.6% | -33.3% |
| 1Y | -48.1% | +36.7% | -84.7% | -53.0% |
| 3Y | +52.6% | -15.3% | +68.0% | +38.8% |
| 5Y | -52.1% | -59.5% | +7.4% | -34.7% |
| All | -38.7% | -56.3% | +17.6% | -3.9% |
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 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