+132.2%
DIA vs AVTR
+6.1%
+126.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.6% | +3.2% | -1.6% | +0.9% |
| 30D | +1.2% | +0.5% | +0.8% | +1.1% |
| 3M | -2.4% | +12.1% | -14.5% | -4.9% |
| 6M | +5.7% | +91.2% | -85.5% | -8.8% |
| YTD | +9.9% | +36.3% | -26.4% | +1.3% |
| 1Y | +9.8% | +35.2% | -25.4% | +1.2% |
| 3Y | +59.8% | -15.8% | +75.6% | +56.8% |
| 5Y | +57.7% | -58.9% | +116.6% | +82.6% |
| All | +132.2% | +6.1% | +126.1% | +95.4% |
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