+30.9%
DPZ vs AVTR
+5.1%
+25.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.5% |
| 7D | +6.6% | -3.6% | +10.2% | +7.2% |
| 30D | +10.3% | +0.8% | +9.5% | +10.0% |
| 3M | -6.2% | +17.4% | -23.5% | -9.0% |
| 6M | +4.2% | +83.5% | -79.3% | -7.2% |
| YTD | -18.4% | +35.0% | -53.4% | -23.6% |
| 1Y | -14.9% | +36.7% | -51.6% | -20.6% |
| 3Y | -4.6% | -15.3% | +10.7% | -6.0% |
| 5Y | -27.4% | -59.5% | +32.1% | -18.2% |
| All | +30.9% | +5.1% | +25.8% | +14.2% |
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 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