+21.5%
LYV vs AVTR
+37.4%
-15.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +6.2% | -6.2% | +12.4% | +6.7% |
| 30D | +7.3% | -1.0% | +8.3% | +7.4% |
| 3M | -0.3% | +14.4% | -14.7% | -1.4% |
| 6M | +16.2% | +95.9% | -79.6% | +11.1% |
| YTD | +28.5% | +36.6% | -8.0% | +19.4% |
| 1Y | +21.5% | +35.1% | -13.6% | +12.9% |
| All | +21.5% | +37.4% | -15.9% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling