+234.3%
DHI vs AVTR
+0.6%
+233.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | -5.4% | +6.3% | -11.8% | -7.4% |
| 3M | -10.4% | +53.3% | -63.8% | -23.0% |
| 6M | -2.8% | +78.6% | -81.4% | -21.1% |
| YTD | -3.4% | +29.2% | -32.6% | -13.3% |
| 1Y | -22.9% | +13.8% | -36.7% | -29.1% |
| 3Y | +20.7% | -27.4% | +48.1% | +25.0% |
| 5Y | +62.1% | -65.0% | +127.1% | +115.1% |
| All | +234.3% | +0.6% | +233.7% | +187.0% |
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