+174.7%
DXCM vs AVTR
+8.1%
+166.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.8% | +1.3% |
| 7D | -4.4% | +1.9% | -6.3% | -4.9% |
| 30D | -3.6% | +1.5% | -5.1% | -4.3% |
| 3M | -4.3% | +17.1% | -21.4% | -8.8% |
| 6M | +33.8% | +91.5% | -57.7% | +10.0% |
| YTD | +22.1% | +38.8% | -16.7% | +9.0% |
| 1Y | +47.4% | +37.7% | +9.7% | +31.6% |
| 3Y | -12.3% | -13.5% | +1.2% | -18.8% |
| 5Y | -49.1% | -59.3% | +10.2% | -35.3% |
| All | +174.7% | +8.1% | +166.6% | +135.0% |
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 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