+9.7%
AVTR vs ACGL
+232.2%
-222.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.6% |
| 7D | +1.9% | -1.1% | +3.0% | +2.2% |
| 30D | +1.5% | +13.1% | -11.6% | -2.7% |
| 3M | +17.1% | +9.8% | +7.3% | +13.1% |
| 6M | +91.5% | +15.3% | +76.2% | +81.3% |
| YTD | +38.8% | +12.7% | +26.1% | +31.9% |
| 1Y | +37.7% | +20.7% | +17.0% | +27.7% |
| 3Y | -13.5% | +34.3% | -47.8% | -24.8% |
| 5Y | -59.3% | +170.6% | -229.9% | -74.2% |
| All | +9.7% | +232.2% | -222.4% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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