-49.8%
USAR vs AVTR
+37.4%
-87.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.2% | -6.0% |
| 7D | -21.8% | -6.2% | -15.5% | -20.4% |
| 30D | -39.9% | -1.0% | -38.9% | -39.7% |
| 3M | -52.5% | +14.4% | -66.9% | -54.1% |
| 6M | -67.9% | +95.9% | -163.8% | -75.9% |
| YTD | -31.1% | +36.6% | -67.7% | -44.1% |
| 1Y | -49.8% | +35.1% | -85.0% | -58.3% |
| All | -49.8% | +37.4% | -87.2% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling