+53.1%
LLY vs AVTR
+15.8%
+37.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -3.1% | +7.4% | -10.5% | -4.2% |
| 30D | -5.1% | +12.2% | -17.3% | -6.8% |
| 3M | -2.1% | +57.4% | -59.4% | -9.7% |
| 6M | +13.8% | +86.7% | -72.8% | +1.5% |
| YTD | +5.1% | +33.1% | -28.0% | -0.5% |
| 1Y | +53.1% | +16.1% | +37.0% | +39.9% |
| All | +53.1% | +15.8% | +37.3% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling