+9.7%
AVTR vs ACWI
+148.6%
-138.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | 0.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.5% |
| 30D | +1.5% | -2.8% | +4.4% | +4.7% |
| 3M | +17.1% | -3.2% | +20.2% | +21.1% |
| 6M | +91.5% | +1.3% | +90.2% | +87.5% |
| YTD | +38.8% | +11.2% | +27.6% | +22.3% |
| 1Y | +37.7% | +13.8% | +24.0% | +18.3% |
| 3Y | -13.5% | +76.2% | -89.7% | -54.4% |
| 5Y | -59.3% | +59.5% | -118.8% | -75.9% |
| All | +9.7% | +148.6% | -138.9% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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