+1,494.6%
UMC vs AVTR
+3.6%
+1,491.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.6% |
| 7D | +6.6% | +7.4% | -0.8% | +4.9% |
| 30D | +16.6% | +12.2% | +4.3% | +13.5% |
| 3M | +11.0% | +57.4% | -46.4% | -1.1% |
| 6M | +131.3% | +86.7% | +44.6% | +97.5% |
| YTD | +182.5% | +33.1% | +149.4% | +159.4% |
| 1Y | +222.3% | +16.1% | +206.1% | +200.9% |
| 3Y | +253.0% | -24.6% | +277.6% | +254.7% |
| 5Y | +141.8% | -63.5% | +205.3% | +190.0% |
| All | +1,494.6% | +3.6% | +1,491.0% | +1,500.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling