+65.2%
LIN vs AVTR
-60.9%
+126.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | +3.6% | -9.2% | +12.8% | +4.9% |
| 30D | +6.4% | -1.9% | +8.3% | +6.6% |
| 3M | +6.5% | +13.3% | -6.8% | +4.5% |
| 6M | +4.9% | +88.1% | -83.2% | -5.0% |
| YTD | +23.4% | +32.1% | -8.7% | +17.7% |
| 1Y | +26.3% | +30.7% | -4.4% | +20.5% |
| 3Y | +38.0% | -17.6% | +55.6% | +37.1% |
| All | +65.2% | -60.9% | +126.2% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling