+73.6%
USAR vs AVTR
-24.8%
+98.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +2.3% | +7.4% | -5.1% | +1.0% |
| 30D | -8.6% | +12.2% | -20.9% | -10.6% |
| 3M | -20.5% | +57.4% | -77.9% | -28.4% |
| 6M | +1.2% | +86.7% | -85.5% | -12.2% |
| YTD | +48.4% | +33.1% | +15.3% | +36.0% |
| 1Y | +30.6% | +16.1% | +14.5% | +20.8% |
| All | +73.6% | -24.8% | +98.5% | +73.0% |
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