+6.7%
AVTR vs ALC
+24.6%
-17.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.3% |
| 7D | -3.6% | +4.9% | -8.5% | -6.4% |
| 30D | +0.8% | +19.0% | -18.2% | -8.9% |
| 3M | +17.4% | +7.8% | +9.6% | +11.8% |
| 6M | +83.5% | +14.6% | +68.9% | +68.1% |
| YTD | +35.0% | -4.4% | +39.4% | +35.7% |
| 1Y | +36.7% | +1.4% | +35.3% | +32.5% |
| 3Y | -15.3% | +2.5% | -17.8% | -19.8% |
| 5Y | -59.5% | -10.9% | -48.6% | -59.1% |
| All | +6.7% | +24.6% | -17.9% | -18.8% |
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