+35.2%
LYFT vs AVTR
-27.0%
+62.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -8.4% | -1.1% | -7.3% | -8.0% |
| 30D | -7.6% | +6.3% | -13.9% | -9.6% |
| 3M | +11.7% | +53.3% | -41.6% | -5.4% |
| 6M | +15.1% | +78.6% | -63.5% | -8.4% |
| YTD | -20.9% | +29.2% | -50.1% | -29.0% |
| 1Y | -16.4% | +13.8% | -30.2% | -24.2% |
| 3Y | +35.2% | -27.4% | +62.7% | +48.2% |
| All | +35.2% | -27.0% | +62.2% | +48.2% |
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