-27.1%
AVTR vs DTE
+45.3%
-72.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.0% | -2.0% | 0.0% | -1.7% |
| 30D | +8.1% | -2.4% | +10.5% | +8.5% |
| 3M | +54.2% | -7.3% | +61.5% | +56.1% |
| 6M | +82.6% | -7.6% | +90.2% | +84.7% |
| YTD | +29.8% | +5.8% | +24.0% | +25.3% |
| 1Y | +18.0% | +2.3% | +15.7% | +14.9% |
| All | -27.1% | +45.3% | -72.4% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling