+40.2%
LUV vs AVTR
-26.6%
+66.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | -2.0% | +1.9% | +0.3% |
| 30D | -14.6% | +8.1% | -22.7% | -16.1% |
| 3M | -5.7% | +54.2% | -59.9% | -15.8% |
| 6M | -8.4% | +82.6% | -91.0% | -21.8% |
| YTD | -5.1% | +29.8% | -35.0% | -12.6% |
| 1Y | +26.6% | +18.0% | +8.6% | +17.0% |
| All | +40.2% | -26.6% | +66.9% | +36.1% |
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