-13.9%
DT vs AVTR
-15.3%
+1.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -7.5% | -0.1% | -7.4% | -7.5% |
| 30D | -31.5% | -0.6% | -30.9% | -31.4% |
| 3M | -14.0% | +13.4% | -27.4% | -15.6% |
| 6M | +6.9% | +87.4% | -80.5% | -3.9% |
| YTD | +0.3% | +35.9% | -35.5% | -5.7% |
| 1Y | -6.9% | +35.4% | -42.3% | -12.5% |
| 3Y | -13.9% | -16.1% | +2.2% | -14.1% |
| All | -13.9% | -15.3% | +1.4% | -14.1% |
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