+105.4%
UNP vs AVTR
+6.1%
+99.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.1% | +3.2% | -1.1% | +1.4% |
| 30D | +7.7% | +0.5% | +7.3% | +7.5% |
| 3M | +4.0% | +12.1% | -8.1% | +1.2% |
| 6M | +15.7% | +91.2% | -75.5% | -1.3% |
| YTD | +33.5% | +36.3% | -2.8% | +22.4% |
| 1Y | +38.9% | +35.2% | +3.7% | +27.4% |
| 3Y | +53.7% | -15.8% | +69.5% | +51.3% |
| 5Y | +40.4% | -58.9% | +99.4% | +65.0% |
| All | +105.4% | +6.1% | +99.3% | +63.5% |
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