+60.0%
DLR vs AVTR
-25.8%
+85.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +3.4% | +7.4% | -4.0% | +2.9% |
| 30D | -2.2% | +12.2% | -14.4% | -3.0% |
| 3M | +4.7% | +57.4% | -52.6% | +0.9% |
| 6M | +9.0% | +86.7% | -77.6% | +3.2% |
| YTD | +24.1% | +33.1% | -8.9% | +20.9% |
| 1Y | +20.9% | +16.1% | +4.8% | +19.0% |
| 3Y | +60.0% | -24.6% | +84.6% | +58.2% |
| All | +60.0% | -25.8% | +85.8% | +58.2% |
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