+131.2%
DVN vs AVTR
+0.6%
+130.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +4.5% | -1.1% | +5.6% | +4.9% |
| 30D | +12.0% | +6.3% | +5.7% | +9.4% |
| 3M | +13.4% | +53.3% | -39.9% | -3.6% |
| 6M | +12.1% | +78.6% | -66.5% | -11.2% |
| YTD | +38.8% | +29.2% | +9.6% | +22.9% |
| 1Y | +46.0% | +13.8% | +32.2% | +31.6% |
| 3Y | +9.5% | -27.4% | +36.9% | +11.8% |
| 5Y | +125.3% | -65.0% | +190.3% | +216.5% |
| All | +131.2% | +0.6% | +130.6% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling