+958.3%
LLY vs AVTR
+3.6%
+954.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -3.1% | +7.4% | -10.5% | -4.1% |
| 30D | -5.1% | +12.2% | -17.3% | -6.6% |
| 3M | -2.1% | +57.4% | -59.4% | -8.5% |
| 6M | +13.8% | +86.7% | -72.8% | +3.5% |
| YTD | +5.1% | +33.1% | -28.0% | 0.0% |
| 1Y | +53.1% | +16.1% | +37.0% | +47.2% |
| 3Y | +95.6% | -24.6% | +120.2% | +95.5% |
| 5Y | +361.5% | -63.5% | +425.0% | +409.5% |
| All | +958.3% | +3.6% | +954.7% | +902.8% |
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