+734.7%
URI vs AVTR
+3.6%
+731.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.2% |
| 7D | +2.5% | +7.4% | -4.9% | -0.3% |
| 30D | -12.5% | +12.2% | -24.8% | -16.4% |
| 3M | -6.2% | +57.4% | -63.6% | -22.6% |
| 6M | +25.9% | +86.7% | -60.8% | -4.0% |
| YTD | +26.2% | +33.1% | -6.9% | +9.9% |
| 1Y | +5.5% | +16.1% | -10.7% | -5.8% |
| 3Y | +125.0% | -24.6% | +149.6% | +130.1% |
| 5Y | +210.4% | -63.5% | +273.9% | +331.7% |
| All | +734.7% | +3.6% | +731.1% | +526.9% |
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