+1,554.5%
UMC vs AVTR
+0.6%
+1,553.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +9.0% | -1.1% | +10.1% | +9.2% |
| 30D | +17.2% | +6.3% | +10.9% | +15.5% |
| 3M | +11.4% | +53.3% | -41.9% | -0.2% |
| 6M | +137.5% | +78.6% | +58.9% | +104.7% |
| YTD | +193.1% | +29.2% | +163.9% | +170.7% |
| 1Y | +240.3% | +13.8% | +226.5% | +219.0% |
| 3Y | +262.2% | -27.4% | +289.6% | +267.0% |
| 5Y | +143.1% | -65.0% | +208.1% | +194.2% |
| All | +1,554.5% | +0.6% | +1,553.9% | +1,571.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling