+5.2%
AVTR vs USHY
+43.0%
-37.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +7.4% | 0.0% | +7.4% | +7.3% |
| 30D | +12.2% | 0.0% | +12.2% | +12.3% |
| 3M | +57.4% | +1.2% | +56.2% | +53.8% |
| 6M | +86.7% | +2.6% | +84.0% | +77.6% |
| YTD | +33.1% | +2.4% | +30.6% | +27.2% |
| 1Y | +16.1% | +4.2% | +11.9% | +7.6% |
| 3Y | -24.6% | +28.0% | -52.6% | -52.2% |
| 5Y | -63.5% | +21.8% | -85.3% | -73.9% |
| All | +5.2% | +43.0% | -37.8% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling