+2.1%
AVTR vs DTE
+57.3%
-55.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | -1.1% | -2.6% | +1.5% | +0.3% |
| 30D | +6.3% | -4.4% | +10.7% | +8.8% |
| 3M | +53.3% | -8.3% | +61.6% | +59.8% |
| 6M | +78.6% | -8.1% | +86.7% | +84.8% |
| YTD | +29.2% | +4.4% | +24.8% | +23.8% |
| 1Y | +13.8% | +0.2% | +13.7% | +11.3% |
| 3Y | -27.4% | +42.6% | -70.0% | -43.5% |
| 5Y | -65.0% | +31.5% | -96.5% | -72.0% |
| All | +2.1% | +57.3% | -55.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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