+40.9%
DUK vs AVTR
-64.6%
+105.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -2.4% | +6.3% | -8.8% | -2.7% |
| 3M | -3.0% | +53.3% | -56.3% | -4.5% |
| 6M | -6.6% | +78.6% | -85.2% | -8.6% |
| YTD | +4.6% | +29.2% | -24.7% | +3.6% |
| 1Y | +1.2% | +13.8% | -12.6% | +0.7% |
| 3Y | +45.7% | -27.4% | +73.1% | +48.4% |
| All | +40.9% | -64.6% | +105.5% | +46.3% |
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