+28.1%
LYB vs AVTR
+1.1%
+27.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | -2.0% | +1.3% | -0.1% |
| 30D | +1.5% | +8.1% | -6.5% | -0.8% |
| 3M | -0.3% | +54.2% | -54.5% | -12.9% |
| 6M | +0.1% | +82.6% | -82.5% | -17.8% |
| YTD | +53.4% | +29.8% | +23.6% | +39.2% |
| 1Y | +25.6% | +18.0% | +7.6% | +15.2% |
| 3Y | -21.3% | -26.4% | +5.2% | -19.4% |
| 5Y | -2.4% | -64.8% | +62.4% | +22.8% |
| All | +28.1% | +1.1% | +27.0% | +2.3% |
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