-60.3%
AVTR vs URA
+33.4%
-93.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.4% |
| 7D | -3.6% | -4.1% | +0.5% | -2.9% |
| 30D | +0.8% | -19.0% | +19.8% | +4.4% |
| 3M | +17.4% | -25.1% | +42.5% | +23.0% |
| 6M | +83.5% | -44.5% | +128.0% | +102.3% |
| YTD | +35.0% | -24.3% | +59.3% | +38.4% |
| 1Y | +36.7% | -28.1% | +64.8% | +41.1% |
| 3Y | -15.3% | +40.7% | -56.0% | -30.1% |
| All | -60.3% | +33.4% | -93.7% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling