-18.8%
DIS vs AVTR
+3.6%
-22.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -1.1% | +7.4% | -8.5% | -2.9% |
| 30D | +0.1% | +12.2% | -12.1% | -2.9% |
| 3M | +7.1% | +57.4% | -50.3% | -5.8% |
| 6M | +4.3% | +86.7% | -82.4% | -12.8% |
| YTD | -6.9% | +33.1% | -40.0% | -15.2% |
| 1Y | -10.3% | +16.1% | -26.5% | -16.9% |
| 3Y | +32.8% | -24.6% | +57.4% | +33.4% |
| 5Y | -41.5% | -63.5% | +22.0% | -28.4% |
| All | -18.8% | +3.6% | -22.4% | -33.7% |
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