-4.6%
DPZ vs AVTR
-15.6%
+10.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.4% |
| 7D | +6.6% | -3.6% | +10.2% | +7.0% |
| 30D | +10.3% | +0.8% | +9.5% | +10.1% |
| 3M | -6.2% | +17.4% | -23.5% | -8.1% |
| 6M | +4.2% | +83.5% | -79.3% | -3.3% |
| YTD | -18.4% | +35.0% | -53.4% | -21.8% |
| 1Y | -14.9% | +36.7% | -51.6% | -18.7% |
| 3Y | -4.6% | -15.3% | +10.7% | -3.2% |
| All | -4.6% | -15.6% | +10.9% | -3.2% |
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