+3.2%
AVTR vs ACM
+111.6%
-108.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | +2.7% | -3.7% | +6.4% | +4.8% |
| 30D | +12.1% | -11.1% | +23.2% | +18.2% |
| 3M | +57.2% | -8.0% | +65.2% | +62.3% |
| 6M | +73.1% | -29.7% | +102.7% | +105.7% |
| YTD | +30.6% | -29.4% | +60.0% | +54.0% |
| 1Y | +13.5% | -46.4% | +59.9% | +55.1% |
| 3Y | -31.0% | -22.3% | -8.7% | -24.9% |
| 5Y | -63.2% | +4.5% | -67.7% | -66.9% |
| All | +3.2% | +111.6% | -108.4% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling