+570.2%
APH vs AVTR
+2.9%
+567.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.1% | -8.5% |
| 7D | -12.7% | -9.2% | -3.5% | -10.5% |
| 30D | -19.2% | -1.9% | -17.3% | -18.8% |
| 3M | -16.7% | +13.3% | -30.0% | -19.7% |
| 6M | +5.1% | +88.1% | -82.9% | -11.9% |
| YTD | +6.6% | +32.1% | -25.6% | -2.8% |
| 1Y | +3.9% | +30.7% | -26.8% | -5.2% |
| 3Y | +246.0% | -17.6% | +263.6% | +237.5% |
| 5Y | +268.0% | -60.3% | +328.3% | +341.9% |
| All | +570.2% | +2.9% | +567.4% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling