-63.5%
AVTR vs DRI
+70.3%
-133.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +7.4% | -1.2% | +8.6% | +7.9% |
| 30D | +12.2% | -0.4% | +12.6% | +12.2% |
| 3M | +57.4% | +9.5% | +47.9% | +51.7% |
| 6M | +86.7% | +6.5% | +80.2% | +81.2% |
| YTD | +33.1% | +18.4% | +14.7% | +23.1% |
| 1Y | +16.1% | +4.2% | +11.9% | +12.6% |
| 3Y | -24.6% | +57.1% | -81.7% | -38.9% |
| 5Y | -63.5% | +70.4% | -133.9% | -72.3% |
| All | -63.5% | +70.3% | -133.8% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling