+186.8%
UAL vs AVTR
-16.2%
+203.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | +10.5% | -1.0% | +11.5% | +10.7% |
| 3M | -13.5% | +12.2% | -25.7% | -16.9% |
| 6M | +14.2% | +97.5% | -83.2% | -11.1% |
| YTD | -2.2% | +35.6% | -37.8% | -14.2% |
| 1Y | +12.5% | +32.8% | -20.3% | -0.7% |
| 3Y | +186.8% | -16.5% | +203.3% | +169.1% |
| All | +186.8% | -16.2% | +203.0% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling