+95.6%
UNP vs AVTR
+1.7%
+93.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -5.3% | +2.7% | -8.0% | -5.9% |
| 30D | -1.5% | +12.1% | -13.6% | -4.0% |
| 3M | +10.3% | +57.2% | -47.0% | -1.2% |
| 6M | +9.7% | +73.1% | -63.4% | -4.4% |
| YTD | +27.1% | +30.6% | -3.5% | +17.8% |
| 1Y | +32.6% | +13.5% | +19.1% | +24.9% |
| 3Y | +40.0% | -31.0% | +71.0% | +45.4% |
| 5Y | +50.8% | -63.2% | +114.1% | +82.4% |
| All | +95.6% | +1.7% | +93.9% | +57.4% |
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