+262.2%
UMC vs AVTR
-27.0%
+289.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.4% |
| 7D | +9.0% | -1.1% | +10.1% | +9.1% |
| 30D | +17.2% | +6.3% | +10.9% | +16.3% |
| 3M | +11.4% | +53.3% | -41.9% | +4.3% |
| 6M | +137.5% | +78.6% | +58.9% | +116.8% |
| YTD | +193.1% | +29.2% | +163.9% | +178.1% |
| 1Y | +240.3% | +13.8% | +226.5% | +226.4% |
| 3Y | +262.2% | -27.4% | +289.6% | +259.6% |
| All | +262.2% | -27.0% | +289.2% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling