-28.4%
DT vs AVTR
-64.4%
+36.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | +0.1% | +8.4% | -8.3% | -2.2% |
| 3M | +24.1% | +50.2% | -26.0% | +9.4% |
| 6M | +30.1% | +82.6% | -52.5% | +7.8% |
| YTD | +16.8% | +29.8% | -13.1% | +6.3% |
| 1Y | -0.1% | +16.0% | -16.1% | -8.0% |
| 3Y | +6.8% | -26.4% | +33.3% | +7.8% |
| 5Y | -28.4% | -64.5% | +36.1% | +10.9% |
| All | -28.4% | -64.4% | +36.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling