+205.1%
DINO vs AVTR
+5.6%
+199.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +5.7% | +0.5% | +5.2% | +5.6% |
| 30D | -19.6% | -1.0% | -18.5% | -19.4% |
| 3M | +11.8% | +12.2% | -0.4% | +9.5% |
| 6M | +49.0% | +97.5% | -48.5% | +30.8% |
| YTD | +128.1% | +35.6% | +92.5% | +113.5% |
| 1Y | +96.3% | +32.8% | +63.5% | +84.2% |
| 3Y | +113.8% | -16.5% | +130.3% | +113.0% |
| 5Y | +252.7% | -59.1% | +311.8% | +296.4% |
| All | +205.1% | +5.6% | +199.5% | +176.6% |
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