-10.7%
AVTR vs ACI
+25.9%
-36.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | +12.1% | +5.9% | +6.1% | +11.6% |
| 3M | +57.2% | -19.8% | +77.0% | +58.5% |
| 6M | +73.1% | -24.7% | +97.8% | +75.1% |
| YTD | +30.6% | -24.4% | +55.0% | +32.1% |
| 1Y | +13.5% | -31.5% | +45.0% | +15.5% |
| 3Y | -31.0% | -38.7% | +7.7% | -29.4% |
| 5Y | -63.2% | -42.8% | -20.4% | -62.6% |
| All | -10.7% | +25.9% | -36.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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