+139.2%
UAL vs AVTR
-64.3%
+203.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.0% |
| 7D | +0.7% | +2.7% | -2.0% | -0.2% |
| 30D | -16.1% | +12.1% | -28.2% | -19.3% |
| 3M | +6.1% | +57.2% | -51.1% | -10.6% |
| 6M | +10.8% | +73.1% | -62.2% | -10.1% |
| YTD | -0.4% | +30.6% | -31.0% | -11.4% |
| 1Y | +5.0% | +13.5% | -8.5% | -4.9% |
| 3Y | +124.0% | -31.0% | +155.0% | +134.6% |
| All | +139.2% | -64.3% | +203.5% | +197.2% |
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