-4.5%
DASH vs AVTR
-41.3%
+36.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.3% |
| 7D | -4.8% | +1.9% | -6.7% | -5.4% |
| 30D | -7.9% | +1.5% | -9.4% | -8.6% |
| 3M | -16.3% | +17.1% | -33.4% | -21.6% |
| 6M | +10.4% | +91.5% | -81.1% | -16.1% |
| YTD | -20.1% | +38.8% | -58.9% | -31.6% |
| 1Y | -11.4% | +37.7% | -49.2% | -24.4% |
| 3Y | +114.1% | -13.5% | +127.6% | +96.1% |
| 5Y | -5.8% | -59.3% | +53.6% | +50.6% |
| All | -4.5% | -41.3% | +36.8% | -0.7% |
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