+132.4%
DIA vs AVTR
+1.1%
+131.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -1.2% | +1.6% | -2.8% | -1.6% |
| 30D | -2.7% | +8.4% | -11.1% | -4.3% |
| 3M | +3.3% | +50.2% | -46.9% | -5.9% |
| 6M | +10.4% | +82.6% | -72.1% | -3.9% |
| YTD | +10.0% | +29.8% | -19.9% | +2.6% |
| 1Y | +16.2% | +16.0% | +0.2% | +9.2% |
| 3Y | +58.7% | -26.4% | +85.2% | +60.7% |
| 5Y | +63.6% | -64.5% | +128.0% | +96.2% |
| All | +132.4% | +1.1% | +131.3% | +97.7% |
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 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