+5.2%
AVTR vs URA
+421.9%
-416.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.1% |
| 7D | +7.4% | +8.1% | -0.7% | +5.4% |
| 30D | +12.2% | +5.8% | +6.4% | +10.5% |
| 3M | +57.4% | +3.4% | +53.9% | +55.1% |
| 6M | +86.7% | -2.6% | +89.3% | +85.2% |
| YTD | +33.1% | +11.2% | +21.9% | +25.7% |
| 1Y | +16.1% | +19.8% | -3.7% | +4.9% |
| 3Y | -24.6% | +121.5% | -146.1% | -47.3% |
| 5Y | -63.5% | +134.5% | -197.9% | -77.0% |
| All | +5.2% | +421.9% | -416.7% | -71.6% |
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