+37.3%
APA vs AVTR
-13.5%
+50.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | -8.7% | +1.9% | -10.7% | -9.1% |
| 30D | -2.4% | +1.5% | -3.9% | -2.7% |
| 3M | +19.0% | +17.1% | +1.9% | +15.5% |
| 6M | +26.8% | +91.5% | -64.7% | +11.6% |
| YTD | +87.3% | +38.8% | +48.5% | +76.5% |
| 1Y | +92.3% | +37.7% | +54.5% | +81.1% |
| 3Y | +37.3% | -13.5% | +50.7% | +23.7% |
| All | +37.3% | -13.5% | +50.7% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling