+5.2%
AVTR vs DTE
+62.8%
-57.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +7.4% | +0.9% | +6.5% | +6.9% |
| 30D | +12.2% | -1.9% | +14.1% | +13.2% |
| 3M | +57.4% | -3.3% | +60.7% | +59.5% |
| 6M | +86.7% | -7.1% | +93.8% | +92.2% |
| YTD | +33.1% | +8.1% | +25.0% | +25.2% |
| 1Y | +16.1% | +5.3% | +10.9% | +10.5% |
| 3Y | -24.6% | +48.2% | -72.8% | -42.5% |
| 5Y | -63.5% | +33.2% | -96.7% | -70.9% |
| All | +5.2% | +62.8% | -57.6% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling