+91.4%
USO vs AVTR
-26.6%
+118.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.6% |
| 7D | +6.2% | +1.6% | +4.7% | +6.3% |
| 30D | +19.1% | +8.4% | +10.7% | +19.3% |
| 3M | +14.2% | +50.2% | -35.9% | +16.0% |
| 6M | +43.7% | +82.6% | -38.8% | +47.3% |
| YTD | +116.8% | +29.8% | +87.0% | +122.3% |
| 1Y | +104.3% | +16.0% | +88.4% | +109.3% |
| All | +91.4% | -26.6% | +118.0% | +87.5% |
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 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