+655.1%
APH vs AVTR
+8.1%
+647.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.8% | +5.4% | +7.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | -7.5% | +1.5% | -9.0% | -7.9% |
| 3M | -4.4% | +17.1% | -21.5% | -8.5% |
| 6M | +26.5% | +91.5% | -65.0% | +5.6% |
| YTD | +20.0% | +38.8% | -18.8% | +8.2% |
| 1Y | +16.9% | +37.7% | -20.9% | +5.3% |
| 3Y | +288.5% | -13.5% | +302.0% | +274.5% |
| 5Y | +310.3% | -59.3% | +369.6% | +390.5% |
| All | +655.1% | +8.1% | +647.0% | +560.9% |
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