-38.4%
U vs AVTR
-34.4%
-4.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | -2.0% | +2.0% | +1.1% |
| 30D | -4.1% | +8.1% | -12.2% | -8.3% |
| 3M | +57.8% | +54.2% | +3.6% | +20.8% |
| 6M | +103.5% | +82.6% | +21.0% | +40.2% |
| YTD | -4.8% | +29.8% | -34.6% | -19.0% |
| 1Y | -2.4% | +18.0% | -20.4% | -17.8% |
| 3Y | +11.7% | -26.4% | +38.1% | +17.8% |
| 5Y | -68.9% | -64.8% | -4.0% | -42.8% |
| All | -38.4% | -34.4% | -4.1% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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