-5.9%
DASH vs AVTR
-42.6%
+36.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -2.8% | -0.1% | -2.6% | -2.6% |
| 30D | -9.3% | -0.6% | -8.6% | -9.3% |
| 3M | -15.1% | +13.4% | -28.5% | -19.5% |
| 6M | +8.7% | +87.4% | -78.6% | -16.7% |
| YTD | -21.3% | +35.9% | -57.2% | -32.0% |
| 1Y | -12.7% | +35.4% | -48.0% | -25.0% |
| 3Y | +103.8% | -16.1% | +119.9% | +89.4% |
| 5Y | -16.8% | -59.4% | +42.6% | +32.5% |
| All | -5.9% | -42.6% | +36.6% | -1.4% |
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