-7.8%
DIS vs AVTR
+5.8%
-13.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +10.3% | -0.6% | +11.0% | +10.4% |
| 3M | +15.5% | +13.4% | +2.1% | +11.6% |
| 6M | +11.2% | +87.4% | -76.2% | -7.1% |
| YTD | +5.6% | +35.9% | -30.3% | -4.4% |
| 1Y | +7.7% | +35.4% | -27.6% | -2.6% |
| 3Y | +39.3% | -16.1% | +55.4% | +35.5% |
| 5Y | -29.5% | -59.4% | +29.8% | -16.4% |
| All | -7.8% | +5.8% | -13.6% | -25.3% |
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