-5.8%
LQD vs AVTR
-64.7%
+58.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.1% | -2.0% | +1.0% | -1.0% |
| 30D | -1.1% | +8.1% | -9.2% | -1.5% |
| 3M | -2.3% | +54.2% | -56.5% | -4.4% |
| 6M | -2.9% | +82.6% | -85.5% | -5.8% |
| YTD | -2.3% | +29.8% | -32.2% | -3.8% |
| 1Y | -2.2% | +18.0% | -20.2% | -3.5% |
| 3Y | +14.0% | -26.4% | +40.5% | +14.5% |
| 5Y | -5.8% | -64.8% | +59.1% | -2.6% |
| All | -5.8% | -64.7% | +58.9% | -2.6% |
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