+32.8%
UAL vs AVTR
+3.6%
+29.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.5% |
| 7D | +3.5% | +7.4% | -3.9% | +0.7% |
| 30D | -16.5% | +12.2% | -28.7% | -20.1% |
| 3M | +2.8% | +57.4% | -54.6% | -14.9% |
| 6M | +17.6% | +86.7% | -69.1% | -9.4% |
| YTD | -3.2% | +33.1% | -36.3% | -15.4% |
| 1Y | +0.4% | +16.1% | -15.7% | -10.5% |
| 3Y | +128.2% | -24.6% | +152.8% | +132.8% |
| 5Y | +137.7% | -63.5% | +201.2% | +217.2% |
| All | +32.8% | +3.6% | +29.2% | -0.5% |
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