+689.3%
AAPL vs AVTR
+5.6%
+683.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +4.1% | +0.5% | +3.7% | +4.0% |
| 30D | +4.0% | -1.0% | +5.0% | +4.2% |
| 3M | +16.8% | +12.2% | +4.6% | +13.3% |
| 6M | +19.4% | +97.5% | -78.1% | -0.7% |
| YTD | +31.5% | +35.6% | -4.1% | +19.5% |
| 1Y | +31.0% | +32.8% | -1.8% | +19.4% |
| 3Y | +95.3% | -16.5% | +111.8% | +90.7% |
| 5Y | +143.4% | -59.1% | +202.5% | +192.0% |
| All | +689.3% | +5.6% | +683.8% | +607.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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