+112.3%
UAL vs AVTR
-60.1%
+172.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.3% |
| 7D | +8.2% | -3.6% | +11.8% | +9.5% |
| 30D | +2.3% | +0.8% | +1.6% | +1.9% |
| 3M | -12.7% | +17.4% | -30.1% | -17.8% |
| 6M | +12.7% | +83.5% | -70.8% | -11.2% |
| YTD | +0.8% | +35.0% | -34.2% | -11.9% |
| 1Y | +17.8% | +36.7% | -18.9% | +2.3% |
| 3Y | +206.7% | -15.3% | +222.0% | +196.9% |
| All | +112.3% | -60.1% | +172.4% | +166.1% |
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 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