+13.5%
AVTR vs ALC
-10.2%
+23.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.5% |
| 7D | +2.7% | -2.1% | +4.8% | +3.7% |
| 30D | +12.1% | -0.1% | +12.2% | +11.9% |
| 3M | +57.2% | +5.9% | +51.4% | +52.2% |
| 6M | +73.1% | -15.9% | +89.0% | +94.3% |
| YTD | +30.6% | -10.1% | +40.7% | +37.2% |
| 1Y | +13.5% | -10.2% | +23.7% | +22.1% |
| All | +13.5% | -10.2% | +23.6% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling