+61.2%
USB vs AVTR
+6.3%
+54.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +2.4% | -6.2% | +8.6% | +4.0% |
| 30D | +6.6% | -1.0% | +7.6% | +6.8% |
| 3M | -4.1% | +14.4% | -18.5% | -7.6% |
| 6M | +12.5% | +95.9% | -83.4% | -7.2% |
| YTD | +17.6% | +36.6% | -18.9% | +6.3% |
| 1Y | +36.5% | +35.1% | +1.4% | +23.5% |
| 3Y | +95.4% | -14.8% | +110.2% | +91.4% |
| 5Y | +26.1% | -59.8% | +85.9% | +48.7% |
| All | +61.2% | +6.3% | +54.8% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling