+6.7%
AVTR vs ACWI
+142.3%
-135.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -3.6% | -2.4% | -1.3% | -1.1% |
| 30D | +0.8% | -5.2% | +6.0% | +6.8% |
| 3M | +17.4% | -4.8% | +22.2% | +23.7% |
| 6M | +83.5% | -1.3% | +84.8% | +84.9% |
| YTD | +35.0% | +8.4% | +26.6% | +22.3% |
| 1Y | +36.7% | +11.0% | +25.6% | +20.5% |
| 3Y | -15.3% | +70.6% | -85.9% | -53.8% |
| 5Y | -59.5% | +55.3% | -114.8% | -75.3% |
| All | +6.7% | +142.3% | -135.6% | -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