-9.8%
UL vs AVTR
+17.0%
-26.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.1% | -2.0% | -2.0% | -4.0% |
| 30D | -1.2% | +8.1% | -9.2% | -1.5% |
| 3M | +6.0% | +54.2% | -48.2% | +4.3% |
| 6M | -5.5% | +82.6% | -88.1% | -7.7% |
| YTD | -3.3% | +29.8% | -33.2% | -4.5% |
| 1Y | -9.8% | +18.0% | -27.8% | -10.1% |
| All | -9.8% | +17.0% | -26.8% | -10.1% |
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 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