+3.2%
AVTR vs ACGL
+201.4%
-198.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +12.1% | -1.0% | +13.0% | +12.4% |
| 3M | +57.2% | +11.0% | +46.2% | +51.2% |
| 6M | +73.1% | -0.3% | +73.4% | +72.4% |
| YTD | +30.6% | +2.3% | +28.4% | +28.5% |
| 1Y | +13.5% | +6.4% | +7.1% | +9.6% |
| 3Y | -31.0% | +34.0% | -65.0% | -40.5% |
| 5Y | -63.2% | +161.6% | -224.9% | -76.6% |
| All | +3.2% | +201.4% | -198.1% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling