+210.8%
LIN vs AVTR
+6.9%
+204.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +8.0% | +1.5% | +6.5% | +7.6% |
| 3M | +7.7% | +14.2% | -6.5% | +4.8% |
| 6M | +5.1% | +97.4% | -92.3% | -8.6% |
| YTD | +24.7% | +37.3% | -12.6% | +15.7% |
| 1Y | +25.1% | +36.8% | -11.7% | +16.0% |
| 3Y | +36.8% | -15.2% | +52.1% | +34.5% |
| 5Y | +67.9% | -59.2% | +127.0% | +95.2% |
| All | +210.8% | +6.9% | +204.0% | +186.3% |
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