+57.8%
USB vs AVTR
+2.9%
+54.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.3% |
| 7D | -1.5% | -9.2% | +7.8% | +0.9% |
| 30D | +4.3% | -1.9% | +6.2% | +4.7% |
| 3M | -6.1% | +13.3% | -19.4% | -9.3% |
| 6M | +9.4% | +88.1% | -78.7% | -8.8% |
| YTD | +15.2% | +32.1% | -16.9% | +4.9% |
| 1Y | +32.8% | +30.7% | +2.0% | +21.1% |
| 3Y | +91.3% | -17.6% | +108.9% | +88.9% |
| 5Y | +22.7% | -60.3% | +83.0% | +45.0% |
| All | +57.8% | +2.9% | +54.9% | +30.9% |
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