+66.7%
DAL vs AVTR
+5.6%
+61.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.1% | +0.5% | -1.5% | -1.2% |
| 30D | +12.8% | -1.0% | +13.9% | +13.1% |
| 3M | -5.3% | +12.2% | -17.5% | -8.9% |
| 6M | +22.4% | +97.5% | -75.1% | -2.7% |
| YTD | +25.6% | +35.6% | -10.0% | +11.7% |
| 1Y | +45.5% | +32.8% | +12.7% | +30.1% |
| 3Y | +161.0% | -16.5% | +177.5% | +156.1% |
| 5Y | +112.2% | -59.1% | +171.4% | +152.9% |
| All | +66.7% | +5.6% | +61.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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