-21.6%
DASH vs AVTR
-59.7%
+38.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 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% | -19.2% |
| 6M | +8.7% | +87.4% | -78.6% | -15.2% |
| YTD | -21.3% | +35.9% | -57.2% | -31.4% |
| 1Y | -12.7% | +35.4% | -48.0% | -24.2% |
| 3Y | +103.8% | -16.1% | +119.9% | +89.0% |
| All | -21.6% | -59.7% | +38.0% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling