+204.2%
LIN vs AVTR
+5.1%
+199.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | +0.2% | -3.6% | +3.8% | +0.8% |
| 30D | +6.5% | +0.8% | +5.7% | +6.2% |
| 3M | +5.5% | +17.4% | -11.9% | +2.1% |
| 6M | +3.3% | +83.5% | -80.2% | -8.9% |
| YTD | +22.0% | +35.0% | -13.0% | +13.6% |
| 1Y | +25.7% | +36.7% | -10.9% | +16.5% |
| 3Y | +36.2% | -15.3% | +51.6% | +33.7% |
| 5Y | +66.1% | -59.5% | +125.5% | +93.3% |
| All | +204.2% | +5.1% | +199.1% | +181.0% |
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