+26.9%
LYB vs AVTR
+0.6%
+26.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +0.3% | -1.1% | +1.3% | +0.6% |
| 30D | +2.5% | +6.3% | -3.9% | +0.6% |
| 3M | +1.4% | +53.3% | -51.9% | -11.2% |
| 6M | -3.5% | +78.6% | -82.1% | -20.2% |
| YTD | +52.0% | +29.2% | +22.8% | +38.1% |
| 1Y | +22.1% | +13.8% | +8.2% | +13.2% |
| 3Y | -22.8% | -27.4% | +4.7% | -20.6% |
| 5Y | -3.4% | -65.0% | +61.7% | +21.8% |
| All | +26.9% | +0.6% | +26.3% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling