+104.9%
DLR vs AVTR
+1.1%
+103.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.6% |
| 30D | -1.2% | +8.4% | -9.5% | -2.5% |
| 3M | +2.9% | +50.2% | -47.2% | -4.6% |
| 6M | +6.7% | +82.6% | -75.9% | -4.9% |
| YTD | +23.9% | +29.8% | -6.0% | +16.9% |
| 1Y | +18.6% | +16.0% | +2.7% | +13.1% |
| 3Y | +59.7% | -26.4% | +86.1% | +61.3% |
| 5Y | +42.1% | -64.5% | +106.5% | +63.3% |
| All | +104.9% | +1.1% | +103.9% | +99.3% |
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