+2.1%
AVTR vs DBX
+54.1%
-52.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -1.0% |
| 7D | -1.1% | +2.1% | -3.2% | -1.9% |
| 30D | +6.3% | +5.7% | +0.6% | +4.0% |
| 3M | +53.3% | +31.8% | +21.5% | +38.9% |
| 6M | +78.6% | +37.5% | +41.2% | +57.6% |
| YTD | +29.2% | +27.9% | +1.3% | +16.9% |
| 1Y | +13.8% | +15.0% | -1.2% | +6.4% |
| 3Y | -27.4% | +27.2% | -54.6% | -37.2% |
| 5Y | -65.0% | +12.8% | -77.8% | -69.2% |
| All | +2.1% | +54.1% | -52.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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