+35.6%
LIN vs AVTR
-15.3%
+50.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +7.9% | -0.6% | +8.5% | +7.9% |
| 3M | +6.3% | +13.4% | -7.1% | +5.2% |
| 6M | +6.5% | +87.4% | -80.9% | +1.0% |
| YTD | +23.6% | +35.9% | -12.3% | +20.6% |
| 1Y | +25.7% | +35.4% | -9.7% | +22.6% |
| 3Y | +35.6% | -16.1% | +51.7% | +40.1% |
| All | +35.6% | -15.3% | +50.9% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling