+78.8%
APA vs AVTR
+1.1%
+77.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.9% |
| 7D | +0.3% | +1.6% | -1.3% | -0.4% |
| 30D | +9.3% | +8.4% | +0.9% | +5.6% |
| 3M | +23.3% | +50.2% | -26.8% | +2.9% |
| 6M | +39.5% | +82.6% | -43.1% | +5.4% |
| YTD | +87.6% | +29.8% | +57.8% | +62.5% |
| 1Y | +114.2% | +16.0% | +98.3% | +88.1% |
| 3Y | +13.6% | -26.4% | +40.0% | +15.3% |
| 5Y | +175.6% | -64.5% | +240.1% | +302.8% |
| All | +78.8% | +1.1% | +77.7% | +37.5% |
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