-28.8%
DPZ vs AVTR
-64.3%
+35.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -2.5% | +2.7% | -5.2% | -3.0% |
| 30D | -7.0% | +12.1% | -19.0% | -8.8% |
| 3M | +11.6% | +57.2% | -45.6% | +3.1% |
| 6M | -15.2% | +73.1% | -88.2% | -23.2% |
| YTD | -17.2% | +30.6% | -47.9% | -21.6% |
| 1Y | -24.8% | +13.5% | -38.3% | -27.9% |
| 3Y | -8.7% | -31.0% | +22.3% | -5.3% |
| All | -28.8% | -64.3% | +35.5% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling