-24.6%
AVTR vs ACM
-19.8%
-4.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +7.4% | -0.3% | +7.7% | +7.5% |
| 30D | +12.2% | -12.9% | +25.1% | +18.3% |
| 3M | +57.4% | -6.4% | +63.8% | +60.2% |
| 6M | +86.7% | -29.2% | +115.9% | +116.4% |
| YTD | +33.1% | -29.9% | +63.0% | +54.5% |
| 1Y | +16.1% | -47.3% | +63.4% | +56.0% |
| 3Y | -24.6% | -19.6% | -5.0% | -21.5% |
| All | -24.6% | -19.8% | -4.8% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling