-7.9%
DIS vs AVTR
+8.1%
-16.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.3% |
| 7D | +5.3% | +1.9% | +3.4% | +4.8% |
| 30D | +10.2% | +1.5% | +8.7% | +9.7% |
| 3M | +13.5% | +17.1% | -3.5% | +8.8% |
| 6M | +11.1% | +91.5% | -80.3% | -7.6% |
| YTD | +5.5% | +38.8% | -33.3% | -5.0% |
| 1Y | +9.1% | +37.7% | -28.6% | -1.8% |
| 3Y | +36.0% | -13.5% | +49.5% | +31.1% |
| 5Y | -29.8% | -59.3% | +29.5% | -16.7% |
| All | -7.9% | +8.1% | -16.0% | -25.8% |
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