-60.3%
AVTR vs ACGL
+159.2%
-219.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.8% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | +0.8% | +13.7% | -12.9% | -2.0% |
| 3M | +17.4% | +8.0% | +9.3% | +15.3% |
| 6M | +83.5% | +13.3% | +70.2% | +78.0% |
| YTD | +35.0% | +11.8% | +23.1% | +31.0% |
| 1Y | +36.7% | +22.2% | +14.4% | +29.7% |
| 3Y | -15.3% | +32.5% | -47.8% | -22.4% |
| All | -60.3% | +159.2% | -219.5% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling