-15.3%
AVTR vs ACGL
+31.5%
-46.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.5% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | +0.8% | +13.7% | -12.9% | -0.7% |
| 3M | +17.4% | +8.0% | +9.3% | +16.3% |
| 6M | +83.5% | +13.3% | +70.2% | +80.6% |
| YTD | +35.0% | +11.8% | +23.1% | +32.8% |
| 1Y | +36.7% | +22.2% | +14.4% | +32.4% |
| 3Y | -15.3% | +32.5% | -47.8% | -13.6% |
| All | -15.3% | +31.5% | -46.8% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling