+68.5%
DAL vs AVTR
+5.1%
+63.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.5% |
| 7D | +8.8% | -3.6% | +12.4% | +10.0% |
| 30D | +5.4% | +0.8% | +4.6% | +5.0% |
| 3M | -4.9% | +17.4% | -22.3% | -9.8% |
| 6M | +19.8% | +83.5% | -63.7% | -2.6% |
| YTD | +27.0% | +35.0% | -8.0% | +13.0% |
| 1Y | +52.5% | +36.7% | +15.8% | +35.1% |
| 3Y | +173.8% | -15.3% | +189.2% | +167.6% |
| 5Y | +104.5% | -59.5% | +164.0% | +144.3% |
| All | +68.5% | +5.1% | +63.4% | +41.9% |
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