+58.1%
ACN vs AVTR
+6.1%
+52.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -5.7% | +3.2% | -8.9% | -6.7% |
| 30D | +17.0% | +0.5% | +16.6% | +16.6% |
| 3M | +39.9% | +12.1% | +27.7% | +34.5% |
| 6M | +50.2% | +91.2% | -41.0% | +22.4% |
| YTD | -4.2% | +36.3% | -40.5% | -14.0% |
| 1Y | +4.3% | +35.2% | -30.9% | -6.4% |
| 3Y | -17.1% | -15.8% | -1.3% | -19.4% |
| 5Y | -26.5% | -58.9% | +32.4% | -10.5% |
| All | +58.1% | +6.1% | +52.0% | +30.6% |
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