+1,674.6%
DELL vs AVTR
+0.6%
+1,674.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.4% | +12.1% |
| 7D | +8.2% | -1.1% | +9.3% | +8.6% |
| 30D | +17.1% | +6.3% | +10.8% | +15.0% |
| 3M | +45.2% | +53.3% | -8.2% | +25.6% |
| 6M | +286.8% | +78.6% | +208.1% | +217.9% |
| YTD | +354.8% | +29.2% | +325.5% | +311.4% |
| 1Y | +358.3% | +13.8% | +344.4% | +322.5% |
| 3Y | +724.9% | -27.4% | +752.3% | +737.1% |
| 5Y | +1,193.7% | -65.0% | +1,258.7% | +1,548.6% |
| All | +1,674.6% | +0.6% | +1,674.0% | +1,173.5% |
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 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