+140.8%
LLY vs AVTR
-16.2%
+157.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +6.7% | +0.5% | +6.3% | +6.7% |
| 30D | +19.6% | -1.0% | +20.6% | +19.6% |
| 3M | +19.7% | +12.2% | +7.5% | +17.8% |
| 6M | +42.7% | +97.5% | -54.7% | +30.3% |
| YTD | +35.1% | +35.6% | -0.5% | +28.7% |
| 1Y | +42.2% | +32.8% | +9.4% | +35.6% |
| 3Y | +140.8% | -16.5% | +157.3% | +148.2% |
| All | +140.8% | -16.2% | +157.0% | +148.2% |
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