+83.8%
DUK vs AVTR
+1.1%
+82.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | -0.1% | +1.6% | -1.7% | -0.3% |
| 30D | +0.2% | +8.4% | -8.1% | -0.5% |
| 3M | -1.9% | +50.2% | -52.0% | -5.8% |
| 6M | -6.5% | +82.6% | -89.1% | -12.2% |
| YTD | +5.4% | +29.8% | -24.4% | +2.2% |
| 1Y | +3.6% | +16.0% | -12.4% | +0.9% |
| 3Y | +48.1% | -26.4% | +74.6% | +50.0% |
| 5Y | +39.6% | -64.5% | +104.0% | +55.9% |
| All | +83.8% | +1.1% | +82.8% | +59.6% |
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