-60.3%
AVTR vs ACM
-2.7%
-57.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -3.6% | +5.4% | -9.0% | -6.0% |
| 30D | +0.8% | +15.1% | -14.3% | -5.8% |
| 3M | +17.4% | -10.5% | +27.8% | +22.6% |
| 6M | +83.5% | -19.7% | +103.2% | +101.1% |
| YTD | +35.0% | -28.8% | +63.8% | +57.3% |
| 1Y | +36.7% | -47.9% | +84.5% | +89.5% |
| 3Y | -15.3% | -12.4% | -3.0% | -15.6% |
| All | -60.3% | -2.7% | -57.6% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling