+36.0%
DOCS vs AVTR
-15.3%
+51.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.2% |
| 7D | -0.6% | -0.1% | -0.4% | -0.5% |
| 30D | +6.3% | -0.6% | +6.9% | +6.4% |
| 3M | +26.5% | +13.4% | +13.1% | +25.0% |
| 6M | +24.8% | +87.4% | -62.6% | +19.0% |
| YTD | -26.8% | +35.9% | -62.6% | -29.6% |
| 1Y | -38.3% | +35.4% | -73.7% | -40.7% |
| 3Y | +36.0% | -16.1% | +52.2% | +4.3% |
| All | +36.0% | -15.3% | +51.4% | +4.3% |
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