+8.9%
DOCS vs AVTR
-31.1%
+40.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -2.6% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | +21.8% | +12.1% | +9.8% | +20.5% |
| 3M | +27.3% | +57.2% | -30.0% | +22.4% |
| 6M | -0.3% | +73.1% | -73.4% | -5.0% |
| YTD | -40.5% | +30.6% | -71.1% | -42.7% |
| 1Y | -61.5% | +13.5% | -75.0% | -62.9% |
| All | +8.9% | -31.1% | +40.0% | -4.4% |
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