+125.4%
DVN vs AVTR
+1.1%
+124.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.0% |
| 7D | -0.1% | +1.6% | -1.7% | -0.7% |
| 30D | +8.0% | +8.4% | -0.4% | +4.8% |
| 3M | +11.9% | +50.2% | -38.2% | -4.2% |
| 6M | +10.6% | +82.6% | -71.9% | -13.1% |
| YTD | +35.4% | +29.8% | +5.5% | +19.7% |
| 1Y | +46.5% | +16.0% | +30.5% | +30.9% |
| 3Y | +3.0% | -26.4% | +29.4% | +4.4% |
| 5Y | +120.5% | -64.5% | +185.0% | +207.3% |
| All | +125.4% | +1.1% | +124.3% | +44.1% |
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