+117.6%
DT vs AVTR
-14.4%
+132.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -3.3% | +2.7% | -6.0% | -4.2% |
| 30D | +2.0% | +12.1% | -10.0% | -2.0% |
| 3M | +20.0% | +57.2% | -37.2% | +0.9% |
| 6M | +39.3% | +73.1% | -33.8% | +12.4% |
| YTD | +19.8% | +30.6% | -10.9% | +6.2% |
| 1Y | +4.3% | +13.5% | -9.2% | -5.1% |
| 3Y | +7.7% | -31.0% | +38.7% | +12.2% |
| 5Y | -26.8% | -63.2% | +36.4% | +1.1% |
| All | +117.6% | -14.4% | +132.0% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling