+101.8%
APA vs AVTR
+36.1%
+65.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +8.5% | +0.5% | +8.1% | +8.5% |
| 30D | +2.8% | -1.0% | +3.8% | +2.8% |
| 3M | +21.7% | +12.2% | +9.5% | +22.5% |
| 6M | +32.6% | +97.5% | -64.8% | +42.5% |
| YTD | +103.7% | +35.6% | +68.1% | +120.8% |
| 1Y | +101.8% | +32.8% | +69.0% | +118.8% |
| All | +101.8% | +36.1% | +65.7% | +118.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling