-39.3%
AVTR vs UMAC
+473.8%
-513.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | +6.3% | -15.1% | +21.4% | +6.6% |
| 3M | +53.3% | -10.8% | +64.1% | +53.0% |
| 6M | +78.6% | +15.7% | +63.0% | +75.0% |
| YTD | +29.2% | +80.1% | -50.9% | +24.6% |
| 1Y | +13.8% | +116.7% | -102.9% | +8.3% |
| All | -39.3% | +473.8% | -513.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling