+99.6%
DE vs AVTR
-64.6%
+164.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | +9.0% | +6.3% | +2.7% | +8.0% |
| 3M | +19.1% | +53.3% | -34.2% | +10.7% |
| 6M | +14.4% | +78.6% | -64.3% | +3.2% |
| YTD | +45.9% | +29.2% | +16.7% | +38.5% |
| 1Y | +43.6% | +13.8% | +29.8% | +37.3% |
| 3Y | +75.9% | -27.4% | +103.3% | +79.8% |
| All | +99.6% | -64.6% | +164.2% | +114.2% |
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