+57.0%
USB vs AVTR
+5.1%
+51.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | 0.0% | -3.6% | +3.6% | +0.9% |
| 30D | +5.8% | +0.8% | +5.1% | +5.6% |
| 3M | -6.0% | +17.4% | -23.3% | -10.0% |
| 6M | +7.8% | +83.5% | -75.7% | -9.5% |
| YTD | +14.6% | +35.0% | -20.4% | +3.8% |
| 1Y | +31.8% | +36.7% | -4.9% | +18.8% |
| 3Y | +91.5% | -15.3% | +106.8% | +87.8% |
| 5Y | +22.0% | -59.5% | +81.5% | +43.4% |
| All | +57.0% | +5.1% | +51.9% | +29.5% |
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