+114.1%
DT vs AVTR
-15.3%
+129.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | +3.0% | +6.3% | -3.3% | +0.8% |
| 3M | +26.5% | +53.3% | -26.8% | +7.4% |
| 6M | +35.9% | +78.6% | -42.7% | +8.5% |
| YTD | +17.8% | +29.2% | -11.4% | +4.9% |
| 1Y | +4.1% | +13.8% | -9.8% | -5.5% |
| 3Y | +5.3% | -27.4% | +32.7% | +6.9% |
| 5Y | -27.2% | -65.0% | +37.8% | +2.8% |
| All | +114.1% | -15.3% | +129.4% | +101.8% |
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