+276.0%
APH vs AVTR
-15.2%
+291.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -8.0% | +1.5% | -9.5% | -8.2% |
| 3M | -5.0% | +14.2% | -19.2% | -7.2% |
| 6M | +29.9% | +97.4% | -67.5% | +15.0% |
| YTD | +18.0% | +37.3% | -19.3% | +9.7% |
| 1Y | +11.3% | +36.8% | -25.5% | +3.5% |
| All | +276.0% | -15.2% | +291.1% | +266.2% |
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