+282.2%
APH vs AVTR
-60.1%
+342.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.6% |
| 7D | -5.9% | -3.6% | -2.3% | -5.2% |
| 30D | -14.8% | +0.8% | -15.6% | -15.0% |
| 3M | -12.4% | +17.4% | -29.8% | -15.7% |
| 6M | +8.1% | +83.5% | -75.4% | -6.7% |
| YTD | +10.9% | +35.0% | -24.0% | +1.8% |
| 1Y | +8.8% | +36.7% | -27.9% | -0.6% |
| 3Y | +262.1% | -15.3% | +277.4% | +249.2% |
| All | +282.2% | -60.1% | +342.3% | +377.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling