+41.2%
USB vs AVTR
-64.3%
+105.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | +1.4% | +2.7% | -1.2% | +0.8% |
| 30D | -1.3% | +12.1% | -13.4% | -3.9% |
| 3M | +15.2% | +57.2% | -42.0% | +2.7% |
| 6M | +18.8% | +73.1% | -54.2% | +3.0% |
| YTD | +21.0% | +30.6% | -9.6% | +12.0% |
| 1Y | +34.0% | +13.5% | +20.5% | +26.1% |
| 3Y | +95.3% | -31.0% | +126.3% | +103.7% |
| All | +41.2% | -64.3% | +105.5% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling