+55.2%
UNP vs AVTR
-15.7%
+70.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.1% | +3.2% | -1.1% | +1.7% |
| 30D | +7.7% | +0.5% | +7.3% | +7.6% |
| 3M | +4.0% | +12.1% | -8.1% | +2.6% |
| 6M | +15.7% | +91.2% | -75.5% | +6.0% |
| YTD | +33.5% | +36.3% | -2.8% | +28.2% |
| 1Y | +38.9% | +35.2% | +3.7% | +33.4% |
| All | +55.2% | -15.7% | +70.9% | +49.7% |
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