+97.7%
DLR vs AVTR
+6.9%
+90.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +0.5% | +1.5% | -1.0% | +0.3% |
| 3M | -4.4% | +14.2% | -18.7% | -6.6% |
| 6M | -6.4% | +97.4% | -103.8% | -17.6% |
| YTD | +19.5% | +37.3% | -17.8% | +11.7% |
| 1Y | +10.5% | +36.8% | -26.3% | +3.2% |
| 3Y | +54.0% | -15.2% | +69.3% | +51.2% |
| 5Y | +39.7% | -59.2% | +98.9% | +57.0% |
| All | +97.7% | +6.9% | +90.8% | +90.3% |
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