-19.0%
USAR vs AVTR
-25.5%
+6.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.8% | +0.5% | -1.2% | -0.8% |
| 30D | -20.9% | -1.0% | -19.9% | -20.6% |
| 3M | -56.2% | +12.2% | -68.4% | -57.0% |
| 6M | -67.9% | +97.5% | -165.4% | -72.4% |
| YTD | -31.4% | +35.6% | -67.0% | -37.1% |
| 1Y | -45.1% | +32.8% | -77.9% | -49.5% |
| 3Y | -20.3% | -16.5% | -3.8% | -21.1% |
| All | -19.0% | -25.5% | +6.5% | -19.8% |
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