-22.8%
LYB vs AVTR
-27.0%
+4.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +0.3% | -1.1% | +1.3% | +0.5% |
| 30D | +2.5% | +6.3% | -3.9% | +1.0% |
| 3M | +1.4% | +53.3% | -51.9% | -8.7% |
| 6M | -3.5% | +78.6% | -82.1% | -17.2% |
| YTD | +52.0% | +29.2% | +22.8% | +42.6% |
| 1Y | +22.1% | +13.8% | +8.2% | +16.2% |
| 3Y | -22.8% | -27.4% | +4.7% | -21.4% |
| All | -22.8% | -27.0% | +4.2% | -21.4% |
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 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