-0.3%
DOCS vs AVTR
+70.1%
-70.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -2.3% |
| 7D | -1.4% | +2.7% | -4.1% | -2.3% |
| 30D | +21.8% | +12.1% | +9.8% | +17.2% |
| 3M | +27.3% | +57.2% | -30.0% | +9.3% |
| 6M | -0.3% | +73.1% | -73.4% | -20.0% |
| All | -0.3% | +70.1% | -70.5% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling