+94.1%
APA vs AVTR
+5.6%
+88.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +8.5% | +0.5% | +8.1% | +8.3% |
| 30D | +2.8% | -1.0% | +3.8% | +3.1% |
| 3M | +21.7% | +12.2% | +9.5% | +15.7% |
| 6M | +32.6% | +97.5% | -64.8% | -2.1% |
| YTD | +103.7% | +35.6% | +68.1% | +73.0% |
| 1Y | +101.8% | +32.8% | +69.0% | +72.1% |
| 3Y | +48.1% | -16.5% | +64.6% | +41.9% |
| 5Y | +91.9% | -59.1% | +151.0% | +161.2% |
| All | +94.1% | +5.6% | +88.5% | +46.4% |
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