-7.0%
DASH vs AVTR
-60.1%
+53.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.9% |
| 7D | +0.4% | -3.6% | +4.0% | +1.7% |
| 30D | -6.0% | +0.8% | -6.8% | -6.5% |
| 3M | -15.8% | +17.4% | -33.1% | -20.8% |
| 6M | +7.0% | +83.5% | -76.5% | -15.8% |
| YTD | -20.7% | +35.0% | -55.7% | -30.6% |
| 1Y | -8.5% | +36.7% | -45.2% | -20.8% |
| 3Y | +101.8% | -15.3% | +117.1% | +85.7% |
| All | -7.0% | -60.1% | +53.1% | +60.3% |
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