+17.2%
ACN vs AVTR
+1.7%
+15.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | -1.5% | +2.7% | -4.2% | -2.3% |
| 30D | +9.4% | +12.1% | -2.7% | +5.7% |
| 3M | +5.6% | +57.2% | -51.6% | -8.1% |
| 6M | -9.3% | +73.1% | -82.3% | -23.6% |
| YTD | -29.0% | +30.6% | -59.6% | -35.2% |
| 1Y | -24.7% | +13.5% | -38.2% | -29.8% |
| 3Y | -39.8% | -31.0% | -8.8% | -37.4% |
| 5Y | -40.9% | -63.2% | +22.3% | -25.4% |
| All | +17.2% | +1.7% | +15.5% | -1.5% |
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 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