+808.6%
URI vs AVTR
+5.8%
+802.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.3% |
| 7D | -6.0% | -0.1% | -5.8% | -5.8% |
| 30D | +4.6% | -0.6% | +5.2% | +4.8% |
| 3M | -2.7% | +13.4% | -16.1% | -7.6% |
| 6M | +18.4% | +87.4% | -69.0% | -9.3% |
| YTD | +37.4% | +35.9% | +1.5% | +18.4% |
| 1Y | +30.4% | +35.4% | -5.0% | +12.3% |
| 3Y | +147.9% | -16.1% | +164.0% | +142.0% |
| 5Y | +202.1% | -59.4% | +261.4% | +300.4% |
| All | +808.6% | +5.8% | +802.8% | +575.5% |
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