+3.2%
AVTR vs ALC
+17.2%
-14.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.2% |
| 7D | +2.7% | -2.1% | +4.8% | +3.9% |
| 30D | +12.1% | -0.1% | +12.2% | +12.0% |
| 3M | +57.2% | +5.9% | +51.4% | +51.5% |
| 6M | +73.1% | -15.9% | +89.0% | +88.5% |
| YTD | +30.6% | -10.1% | +40.7% | +36.7% |
| 1Y | +13.5% | -10.2% | +23.7% | +19.1% |
| 3Y | -31.0% | -13.6% | -17.5% | -27.6% |
| 5Y | -63.2% | -15.1% | -48.1% | -61.7% |
| All | +3.2% | +17.2% | -14.0% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling