-64.8%
AVTR vs USHY
+20.9%
-85.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +1.0% |
| 7D | -2.0% | -0.7% | -1.3% | -0.6% |
| 30D | +8.1% | -0.5% | +8.6% | +9.3% |
| 3M | +54.2% | +0.5% | +53.7% | +52.6% |
| 6M | +82.6% | +1.5% | +81.1% | +77.7% |
| YTD | +29.8% | +1.7% | +28.1% | +26.0% |
| 1Y | +18.0% | +3.5% | +14.5% | +11.1% |
| 3Y | -26.4% | +27.2% | -53.6% | -50.6% |
| 5Y | -64.8% | +21.0% | -85.8% | -71.3% |
| All | -64.8% | +20.9% | -85.7% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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