+454.7%
DE vs AVTR
+0.6%
+454.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | +9.0% | +6.3% | +2.7% | +7.5% |
| 3M | +19.1% | +53.3% | -34.2% | +7.2% |
| 6M | +14.4% | +78.6% | -64.3% | -1.2% |
| YTD | +45.9% | +29.2% | +16.7% | +35.3% |
| 1Y | +43.6% | +13.8% | +29.8% | +34.6% |
| 3Y | +75.9% | -27.4% | +103.3% | +79.6% |
| 5Y | +98.8% | -65.0% | +163.8% | +142.3% |
| All | +454.7% | +0.6% | +454.0% | +355.3% |
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 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