+17.7%
DLTR vs AVTR
+0.6%
+17.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -10.1% | -1.1% | -9.0% | -9.9% |
| 30D | -8.1% | +6.3% | -14.4% | -9.4% |
| 3M | +2.9% | +53.3% | -50.5% | -6.3% |
| 6M | +4.3% | +78.6% | -74.3% | -8.0% |
| YTD | -3.9% | +29.2% | -33.2% | -10.2% |
| 1Y | +18.9% | +13.8% | +5.1% | +12.5% |
| 3Y | +1.9% | -27.4% | +29.4% | +3.3% |
| 5Y | +31.0% | -65.0% | +96.0% | +52.4% |
| All | +17.7% | +0.6% | +17.1% | -2.9% |
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