+78.6%
AVTR vs DTE
-8.7%
+87.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.8% |
| 7D | -1.1% | -2.6% | +1.5% | -1.8% |
| 30D | +6.3% | -4.4% | +10.7% | +4.9% |
| 3M | +53.3% | -8.3% | +61.6% | +49.9% |
| 6M | +78.6% | -8.1% | +86.7% | +75.9% |
| All | +78.6% | -8.7% | +87.4% | +75.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling