+153.0%
DASH vs AVTR
-31.1%
+184.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.4% |
| 7D | -10.6% | +2.7% | -13.2% | -11.0% |
| 30D | +2.2% | +12.1% | -9.9% | -0.1% |
| 3M | +32.3% | +57.2% | -25.0% | +20.4% |
| 6M | +19.1% | +73.1% | -53.9% | +6.2% |
| YTD | -6.5% | +30.6% | -37.1% | -12.7% |
| 1Y | -14.9% | +13.5% | -28.4% | -19.9% |
| All | +153.0% | -31.1% | +184.1% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling