+77.4%
DAL vs AVTR
+8.1%
+69.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.4% | +4.4% |
| 7D | +10.0% | +1.9% | +8.1% | +9.5% |
| 30D | +12.0% | +1.5% | +10.5% | +11.5% |
| 3M | +0.8% | +17.1% | -16.3% | -4.3% |
| 6M | +26.2% | +91.5% | -65.3% | +1.3% |
| YTD | +33.7% | +38.8% | -5.1% | +18.0% |
| 1Y | +57.6% | +37.7% | +19.8% | +39.3% |
| 3Y | +183.5% | -13.5% | +197.0% | +175.3% |
| 5Y | +114.2% | -59.3% | +173.5% | +155.5% |
| All | +77.4% | +8.1% | +69.3% | +48.2% |
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