+54.5%
USAR vs AVTR
-29.0%
+83.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -11.6% | -1.1% | -10.6% | -11.5% |
| 30D | -15.5% | +6.3% | -21.8% | -16.4% |
| 3M | -31.0% | +53.3% | -84.3% | -37.3% |
| 6M | -26.2% | +78.6% | -104.9% | -35.2% |
| YTD | +30.8% | +29.2% | +1.5% | +20.8% |
| 1Y | +7.1% | +13.8% | -6.7% | -0.4% |
| 3Y | +53.0% | -27.4% | +80.4% | +52.6% |
| All | +54.5% | -29.0% | +83.5% | +54.1% |
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 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