+285.6%
APH vs AVTR
-31.1%
+316.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +5.0% | +2.7% | +2.3% | +4.5% |
| 30D | -3.9% | +12.1% | -15.9% | -5.8% |
| 3M | +13.0% | +57.2% | -44.3% | +4.0% |
| 6M | +25.2% | +73.1% | -47.9% | +13.0% |
| YTD | +22.9% | +30.6% | -7.7% | +15.4% |
| 1Y | +47.8% | +13.5% | +34.3% | +39.4% |
| All | +285.6% | -31.1% | +316.7% | +286.3% |
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