+149.5%
URI vs AVTR
-16.2%
+165.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +6.7% | +0.5% | +6.3% | +6.7% |
| 30D | +8.9% | -1.0% | +9.9% | +9.1% |
| 3M | +0.5% | +12.2% | -11.7% | -2.4% |
| 6M | +20.7% | +97.5% | -76.8% | -0.6% |
| YTD | +40.0% | +35.6% | +4.4% | +28.0% |
| 1Y | +34.4% | +32.8% | +1.6% | +23.4% |
| 3Y | +149.5% | -16.5% | +166.0% | +137.1% |
| All | +149.5% | -16.2% | +165.7% | +137.1% |
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