+11.6%
ACN vs AVTR
+1.1%
+10.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -7.9% | -2.0% | -5.8% | -7.3% |
| 30D | -1.1% | +8.1% | -9.1% | -3.3% |
| 3M | +5.6% | +54.2% | -48.6% | -7.5% |
| 6M | -9.9% | +82.6% | -92.5% | -25.4% |
| YTD | -32.3% | +29.8% | -62.2% | -38.1% |
| 1Y | -25.3% | +18.0% | -43.3% | -31.2% |
| 3Y | -42.3% | -26.4% | -15.8% | -41.3% |
| 5Y | -43.5% | -64.8% | +21.4% | -27.5% |
| All | +11.6% | +1.1% | +10.5% | -6.0% |
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