-19.9%
USAR vs AVTR
-25.1%
+5.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +8.8% | +3.2% | +5.6% | +8.2% |
| 30D | -28.5% | +0.5% | -28.9% | -28.4% |
| 3M | -56.2% | +12.1% | -68.3% | -57.0% |
| 6M | -68.4% | +91.2% | -159.6% | -72.6% |
| YTD | -32.2% | +36.3% | -68.5% | -37.9% |
| 1Y | -52.3% | +35.2% | -87.5% | -56.3% |
| 3Y | -21.2% | -15.8% | -5.4% | -22.1% |
| All | -19.9% | -25.1% | +5.2% | -20.8% |
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 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