+29.2%
DPZ vs AVTR
+5.8%
+23.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +6.7% | -0.6% | +7.3% | +6.7% |
| 3M | -4.5% | +13.4% | -17.9% | -6.8% |
| 6M | +3.3% | +87.4% | -84.1% | -8.3% |
| YTD | -19.4% | +35.9% | -55.3% | -24.7% |
| 1Y | -17.3% | +35.4% | -52.7% | -22.7% |
| 3Y | -8.4% | -16.1% | +7.7% | -9.5% |
| 5Y | -28.2% | -59.4% | +31.2% | -19.2% |
| All | +29.2% | +5.8% | +23.4% | +12.6% |
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