+115.0%
UMC vs AVTR
+37.4%
+77.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -14.7% | -6.2% | -8.4% | -14.5% |
| 30D | -32.9% | -1.0% | -31.8% | -32.7% |
| 3M | -22.2% | +14.4% | -36.6% | -22.3% |
| 6M | +25.9% | +95.9% | -70.0% | +15.7% |
| YTD | +107.9% | +36.6% | +71.4% | +90.8% |
| 1Y | +115.0% | +35.1% | +79.9% | +99.4% |
| All | +115.0% | +37.4% | +77.6% | +99.4% |
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 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