+228.7%
DHI vs AVTR
+1.1%
+227.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.1% | -2.0% | -4.1% | -5.5% |
| 30D | -10.1% | +8.1% | -18.2% | -12.4% |
| 3M | -7.3% | +54.2% | -61.5% | -20.5% |
| 6M | -6.1% | +82.6% | -88.7% | -24.3% |
| YTD | -5.0% | +29.8% | -34.9% | -14.9% |
| 1Y | -22.1% | +18.0% | -40.1% | -29.3% |
| 3Y | +19.2% | -26.4% | +45.7% | +22.9% |
| 5Y | +59.4% | -64.8% | +124.3% | +111.2% |
| All | +228.7% | +1.1% | +227.6% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling