-24.6%
AVTR vs ALC
-15.5%
-9.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +2.8% |
| 7D | +7.4% | -3.7% | +11.1% | +9.3% |
| 30D | +12.2% | -3.7% | +16.0% | +14.1% |
| 3M | +57.4% | +4.6% | +52.8% | +53.2% |
| 6M | +86.7% | -14.6% | +101.3% | +100.4% |
| YTD | +33.1% | -11.9% | +44.9% | +40.3% |
| 1Y | +16.1% | -13.1% | +29.3% | +23.4% |
| 3Y | -24.6% | -15.0% | -9.6% | -18.1% |
| All | -24.6% | -15.5% | -9.1% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling