-41.1%
DIS vs AVTR
-64.3%
+23.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -2.6% | +2.7% | -5.3% | -3.2% |
| 30D | +3.5% | +12.1% | -8.6% | +0.8% |
| 3M | +6.8% | +57.2% | -50.4% | -4.4% |
| 6M | +3.0% | +73.1% | -70.1% | -10.3% |
| YTD | -6.7% | +30.6% | -37.4% | -13.6% |
| 1Y | -10.1% | +13.5% | -23.6% | -15.4% |
| 3Y | +33.0% | -31.0% | +64.1% | +36.7% |
| All | -41.1% | -64.3% | +23.2% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling