+6.2%
DT vs AVTR
-25.8%
+32.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.4% |
| 7D | -4.9% | +7.4% | -12.3% | -5.9% |
| 30D | +2.7% | +12.2% | -9.5% | +0.8% |
| 3M | +20.0% | +57.4% | -37.4% | +10.9% |
| 6M | +28.0% | +86.7% | -58.6% | +14.8% |
| YTD | +16.0% | +33.1% | -17.0% | +9.3% |
| 1Y | +0.7% | +16.1% | -15.4% | -4.1% |
| 3Y | +6.2% | -24.6% | +30.8% | +6.0% |
| All | +6.2% | -25.8% | +32.0% | +6.0% |
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