+55.3%
DLR vs AVTR
-15.2%
+70.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +0.5% | +1.5% | -1.0% | +0.5% |
| 3M | -4.4% | +14.2% | -18.7% | -5.2% |
| 6M | -6.4% | +97.4% | -103.8% | -11.2% |
| YTD | +19.5% | +37.3% | -17.8% | +16.4% |
| 1Y | +10.5% | +36.8% | -26.3% | +7.7% |
| All | +55.3% | -15.2% | +70.5% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling