+33.8%
UL vs AVTR
-58.9%
+92.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.1% | +0.5% | +0.7% | +1.1% |
| 30D | +4.5% | -1.0% | +5.5% | +4.5% |
| 3M | +6.5% | +12.2% | -5.7% | +5.6% |
| 6M | +18.2% | +97.5% | -79.3% | +12.5% |
| YTD | +4.7% | +35.6% | -30.9% | +2.1% |
| 1Y | +0.8% | +32.8% | -32.0% | -1.6% |
| 3Y | +35.9% | -16.5% | +52.4% | +35.7% |
| All | +33.8% | -58.9% | +92.7% | +46.7% |
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