+2.6%
AVTR vs DG
+14.5%
-11.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -2.0% | -6.3% | +4.3% | -0.8% |
| 30D | +8.1% | +2.4% | +5.6% | +7.4% |
| 3M | +54.2% | +12.4% | +41.8% | +50.1% |
| 6M | +82.6% | -14.9% | +97.5% | +87.3% |
| YTD | +29.8% | -6.1% | +35.9% | +30.6% |
| 1Y | +18.0% | +17.9% | +0.1% | +13.1% |
| 3Y | -26.4% | +3.1% | -29.6% | -30.4% |
| 5Y | -64.8% | -38.7% | -26.2% | -62.1% |
| All | +2.6% | +14.5% | -11.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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