+90.9%
LYV vs AVTR
-64.6%
+155.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.9% | -1.1% | -0.9% | -1.7% |
| 30D | -8.2% | +6.3% | -14.5% | -9.3% |
| 3M | -1.3% | +53.3% | -54.6% | -9.5% |
| 6M | +2.6% | +78.6% | -76.0% | -9.1% |
| YTD | +19.4% | +29.2% | -9.8% | +12.0% |
| 1Y | -2.2% | +13.8% | -16.1% | -7.4% |
| 3Y | +106.0% | -27.4% | +133.5% | +110.5% |
| All | +90.9% | -64.6% | +155.5% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling