-33.5%
UPS vs AVTR
-64.4%
+30.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.8% |
| 7D | -3.7% | +1.6% | -5.2% | -4.0% |
| 30D | -3.7% | +8.4% | -12.1% | -5.4% |
| 3M | -6.6% | +50.2% | -56.7% | -14.9% |
| 6M | +2.6% | +82.6% | -80.0% | -10.8% |
| YTD | +4.8% | +29.8% | -25.1% | -2.4% |
| 1Y | +25.3% | +16.0% | +9.3% | +17.5% |
| 3Y | -26.9% | -26.4% | -0.4% | -26.7% |
| 5Y | -33.5% | -64.5% | +31.0% | -23.8% |
| All | -33.5% | -64.4% | +30.9% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling