+99.6%
USO vs AVTR
-16.2%
+115.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | -5.2% | -1.0% | -4.2% | -5.2% |
| 3M | +16.4% | +12.2% | +4.2% | +16.8% |
| 6M | +2.5% | +97.5% | -95.0% | +5.3% |
| YTD | +110.5% | +35.6% | +74.9% | +116.2% |
| 1Y | +108.4% | +32.8% | +75.6% | +114.0% |
| 3Y | +99.6% | -16.5% | +116.1% | +87.4% |
| All | +99.6% | -16.2% | +115.8% | +87.4% |
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