+7.7%
AVTR vs ACM
+124.0%
-116.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.2% | +5.1% | -1.9% | +0.5% |
| 30D | +0.5% | +18.7% | -18.2% | -8.3% |
| 3M | +12.1% | +15.5% | -3.3% | +3.1% |
| 6M | +91.2% | +1.2% | +90.0% | +86.2% |
| YTD | +36.3% | -25.2% | +61.5% | +55.1% |
| 1Y | +35.2% | -46.3% | +81.5% | +84.5% |
| 3Y | -15.8% | -9.6% | -6.3% | -16.2% |
| 5Y | -58.9% | +4.4% | -63.3% | -62.9% |
| All | +7.7% | +124.0% | -116.3% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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