+16.0%
AVTR vs ACM
-48.7%
+64.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -1.7% |
| 7D | +1.6% | -3.7% | +5.2% | +2.5% |
| 30D | +8.4% | -12.7% | +21.0% | +11.8% |
| 3M | +50.2% | -9.8% | +59.9% | +53.2% |
| 6M | +82.6% | -31.4% | +114.0% | +101.1% |
| YTD | +29.8% | -32.1% | +61.9% | +45.0% |
| 1Y | +16.0% | -47.8% | +63.8% | +32.5% |
| All | +16.0% | -48.7% | +64.7% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling