+33.7%
DPZ vs AVTR
+2.9%
+30.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +0.8% |
| 7D | +9.5% | -9.2% | +18.7% | +11.3% |
| 30D | +12.8% | -1.9% | +14.7% | +13.1% |
| 3M | -6.2% | +13.3% | -19.6% | -8.5% |
| 6M | +4.3% | +88.1% | -83.8% | -7.6% |
| YTD | -16.6% | +32.1% | -48.7% | -21.6% |
| 1Y | -12.8% | +30.7% | -43.6% | -18.0% |
| 3Y | -0.8% | -17.6% | +16.8% | -1.8% |
| 5Y | -25.8% | -60.3% | +34.5% | -16.1% |
| All | +33.7% | +2.9% | +30.9% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling