+2.6%
AVTR vs DRI
+118.2%
-115.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | +1.6% | -4.8% | +6.4% | +3.5% |
| 30D | +8.4% | -3.9% | +12.3% | +9.9% |
| 3M | +50.2% | +5.1% | +45.1% | +46.9% |
| 6M | +82.6% | +5.5% | +77.1% | +77.8% |
| YTD | +29.8% | +16.5% | +13.4% | +21.0% |
| 1Y | +16.0% | +2.0% | +14.0% | +13.4% |
| 3Y | -26.4% | +54.5% | -80.9% | -39.9% |
| 5Y | -64.5% | +66.6% | -131.1% | -72.3% |
| All | +2.6% | +118.2% | -115.5% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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