+100.9%
DLR vs AVTR
+1.1%
+99.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -2.0% | +0.8% | -1.0% |
| 30D | -2.9% | +8.1% | -10.9% | -4.1% |
| 3M | +3.2% | +54.2% | -51.0% | -4.8% |
| 6M | +3.9% | +82.6% | -78.7% | -7.4% |
| YTD | +21.4% | +29.8% | -8.4% | +14.6% |
| 1Y | +9.7% | +18.0% | -8.3% | +4.2% |
| 3Y | +56.5% | -26.4% | +83.0% | +58.2% |
| 5Y | +41.5% | -64.8% | +106.4% | +63.0% |
| All | +100.9% | +1.1% | +99.8% | +95.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling