+15.3%
LQD vs AVTR
+3.6%
+11.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.2% | +7.4% | -7.1% | -0.1% |
| 30D | -0.6% | +12.2% | -12.8% | -1.1% |
| 3M | -1.2% | +57.4% | -58.6% | -3.4% |
| 6M | -1.9% | +86.7% | -88.6% | -4.9% |
| YTD | -1.3% | +33.1% | -34.3% | -2.9% |
| 1Y | -1.0% | +16.1% | -17.2% | -2.3% |
| 3Y | +15.2% | -24.6% | +39.9% | +15.4% |
| 5Y | -4.4% | -63.5% | +59.1% | -1.5% |
| All | +15.3% | +3.6% | +11.7% | +14.3% |
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