+673.2%
APH vs AVTR
+1.7%
+671.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +5.0% | +2.7% | +2.3% | +4.2% |
| 30D | -3.9% | +12.1% | -15.9% | -6.8% |
| 3M | +13.0% | +57.2% | -44.3% | -0.5% |
| 6M | +25.2% | +73.1% | -47.9% | +7.2% |
| YTD | +22.9% | +30.6% | -7.7% | +12.7% |
| 1Y | +47.8% | +13.5% | +34.3% | +37.6% |
| 3Y | +283.0% | -31.0% | +314.0% | +295.0% |
| 5Y | +349.7% | -63.2% | +412.9% | +452.3% |
| All | +673.2% | +1.7% | +671.5% | +588.8% |
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 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