+78.1%
DHR vs AVTR
+0.6%
+77.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -1.1% | -2.6% | -3.3% |
| 30D | -2.7% | +6.3% | -9.1% | -4.9% |
| 3M | +10.9% | +53.3% | -42.4% | -6.0% |
| 6M | +3.0% | +78.6% | -75.6% | -17.8% |
| YTD | -12.2% | +29.2% | -41.4% | -21.8% |
| 1Y | +3.3% | +13.8% | -10.5% | -5.6% |
| 3Y | -8.2% | -27.4% | +19.2% | -4.1% |
| 5Y | -29.9% | -65.0% | +35.1% | -8.3% |
| All | +78.1% | +0.6% | +77.5% | +81.4% |
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