-8.9%
LUV vs AVTR
+84.8%
-93.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.4% |
| 30D | -13.4% | +8.4% | -21.8% | -14.4% |
| 3M | -9.6% | +50.2% | -59.7% | -18.8% |
| 6M | -8.9% | +82.6% | -91.5% | -25.8% |
| All | -8.9% | +84.8% | -93.7% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling