+20.6%
UL vs AVTR
-64.4%
+85.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.5% |
| 7D | -3.2% | +1.6% | -4.8% | -3.3% |
| 30D | -0.6% | +8.4% | -9.0% | -1.1% |
| 3M | +9.4% | +50.2% | -40.7% | +6.4% |
| 6M | -4.1% | +82.6% | -86.7% | -8.1% |
| YTD | -2.0% | +29.8% | -31.8% | -4.0% |
| 1Y | -9.0% | +16.0% | -24.9% | -10.5% |
| 3Y | +21.8% | -26.4% | +48.3% | +23.2% |
| 5Y | +20.6% | -64.5% | +85.0% | +30.4% |
| All | +20.6% | -64.4% | +85.0% | +30.4% |
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