+15.5%
UL vs AVTR
+1.1%
+14.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.1% | -2.0% | -2.0% | -3.8% |
| 30D | -1.2% | +8.1% | -9.2% | -2.1% |
| 3M | +6.0% | +54.2% | -48.2% | +0.5% |
| 6M | -5.5% | +82.6% | -88.1% | -12.4% |
| YTD | -3.3% | +29.8% | -33.2% | -7.0% |
| 1Y | -9.8% | +18.0% | -27.8% | -12.8% |
| 3Y | +20.1% | -26.4% | +46.6% | +21.3% |
| 5Y | +19.2% | -64.8% | +84.0% | +34.5% |
| All | +15.5% | +1.1% | +14.4% | +1.0% |
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