-18.0%
DPZ vs AVTR
+36.7%
-54.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.6% |
| 7D | -3.5% | +0.5% | -4.1% | -3.6% |
| 30D | +5.7% | +1.5% | +4.1% | +5.4% |
| 3M | -7.5% | +14.2% | -21.7% | -9.2% |
| 6M | +6.2% | +97.4% | -91.2% | -2.1% |
| YTD | -19.8% | +37.3% | -57.0% | -23.1% |
| 1Y | -18.0% | +36.8% | -54.7% | -21.5% |
| All | -18.0% | +36.7% | -54.6% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling