+334.5%
LNG vs AVTR
+1.1%
+333.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | -2.0% | -2.4% | -4.2% |
| 30D | +4.7% | +8.1% | -3.4% | +3.1% |
| 3M | +15.1% | +54.2% | -39.0% | +5.8% |
| 6M | +13.6% | +82.6% | -69.0% | +0.5% |
| YTD | +44.0% | +29.8% | +14.1% | +35.5% |
| 1Y | +18.4% | +18.0% | +0.4% | +11.9% |
| 3Y | +75.9% | -26.4% | +102.3% | +77.9% |
| 5Y | +231.7% | -64.8% | +296.5% | +306.5% |
| All | +334.5% | +1.1% | +333.4% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling