+7.7%
AVTR vs URA
+255.6%
-247.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.2% |
| 7D | +3.2% | +4.5% | -1.3% | +2.0% |
| 30D | +0.5% | -13.4% | +13.9% | +3.9% |
| 3M | +12.1% | -28.4% | +40.5% | +21.0% |
| 6M | +91.2% | -40.5% | +131.6% | +114.8% |
| YTD | +36.3% | -24.3% | +60.6% | +40.9% |
| 1Y | +35.2% | -28.8% | +64.1% | +41.6% |
| 3Y | -15.8% | +37.6% | -53.5% | -33.1% |
| 5Y | -58.9% | +30.7% | -89.6% | -68.1% |
| All | +7.7% | +255.6% | -247.8% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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