+63.5%
ACN vs AVTR
+5.8%
+57.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +2.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | +24.6% | -0.6% | +25.3% | +24.5% |
| 3M | +46.2% | +13.4% | +32.8% | +40.1% |
| 6M | +46.2% | +87.4% | -41.2% | +19.9% |
| YTD | -0.9% | +35.9% | -36.7% | -11.0% |
| 1Y | +8.8% | +35.4% | -26.6% | -2.5% |
| 3Y | -14.3% | -16.1% | +1.8% | -16.6% |
| 5Y | -22.6% | -59.4% | +36.7% | -5.5% |
| All | +63.5% | +5.8% | +57.7% | +35.2% |
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