+207.2%
UMC vs AVTR
+16.8%
+190.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.6% |
| 7D | +5.0% | +2.7% | +2.3% | +4.8% |
| 30D | +7.7% | +12.1% | -4.4% | +7.0% |
| 3M | +1.7% | +57.2% | -55.6% | -3.1% |
| 6M | +113.9% | +73.1% | +40.9% | +99.9% |
| YTD | +168.9% | +30.6% | +138.3% | +154.5% |
| 1Y | +207.2% | +13.5% | +193.7% | +200.1% |
| All | +207.2% | +16.8% | +190.4% | +200.1% |
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