-68.0%
U vs AVTR
-63.6%
-4.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.6% |
| 7D | +4.5% | +7.4% | -2.9% | +0.4% |
| 30D | -0.6% | +12.2% | -12.8% | -6.9% |
| 3M | +48.4% | +57.4% | -8.9% | +12.4% |
| 6M | +115.4% | +86.7% | +28.7% | +46.4% |
| YTD | -3.2% | +33.1% | -36.3% | -18.8% |
| 1Y | -6.0% | +16.1% | -22.2% | -20.0% |
| 3Y | +13.5% | -24.6% | +38.1% | +17.6% |
| 5Y | -68.0% | -63.5% | -4.5% | -35.9% |
| All | -68.0% | -63.6% | -4.4% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling