+24.7%
UAL vs AVTR
+36.7%
-12.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +2.3% | +0.5% | +1.7% | +2.1% |
| 30D | +13.3% | +1.5% | +11.8% | +12.8% |
| 3M | -6.3% | +14.2% | -20.5% | -10.0% |
| 6M | +22.5% | +97.4% | -74.9% | -7.7% |
| YTD | +5.9% | +37.3% | -31.4% | -9.6% |
| 1Y | +24.7% | +36.8% | -12.1% | +6.5% |
| All | +24.7% | +36.7% | -12.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling