+47.9%
UAL vs AVTR
+5.8%
+42.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.9% |
| 7D | +12.5% | -0.1% | +12.6% | +12.6% |
| 30D | +12.2% | -0.6% | +12.8% | +12.4% |
| 3M | -2.6% | +13.4% | -16.0% | -7.5% |
| 6M | +21.1% | +87.4% | -66.3% | -7.0% |
| YTD | +7.8% | +35.9% | -28.0% | -6.9% |
| 1Y | +25.4% | +35.4% | -10.0% | +8.2% |
| 3Y | +217.3% | -16.1% | +233.5% | +209.4% |
| 5Y | +132.9% | -59.4% | +192.2% | +198.0% |
| All | +47.9% | +5.8% | +42.2% | +9.6% |
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