-64.4%
AVTR vs URA
+128.0%
-192.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +12.1% | +7.4% | +4.7% | +10.8% |
| 3M | +57.2% | -8.4% | +65.6% | +59.0% |
| 6M | +73.1% | -12.7% | +85.8% | +75.6% |
| YTD | +30.6% | +7.8% | +22.8% | +26.9% |
| 1Y | +13.5% | +19.5% | -6.0% | +6.4% |
| 3Y | -31.0% | +116.4% | -147.4% | -45.0% |
| All | -64.4% | +128.0% | -192.4% | -72.1% |
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 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