+244.7%
APLD vs AVTR
-47.7%
+292.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.7% | +6.3% |
| 7D | +3.1% | +1.9% | +1.2% | +2.6% |
| 30D | -29.4% | +1.5% | -30.9% | -29.7% |
| 3M | -42.8% | +17.1% | -59.9% | -46.4% |
| 6M | -59.5% | +91.5% | -150.9% | -71.1% |
| YTD | -31.8% | +38.8% | -70.6% | -43.3% |
| 1Y | -46.0% | +37.7% | -83.8% | -55.4% |
| 3Y | +252.0% | -13.5% | +265.5% | +217.0% |
| All | +244.7% | -47.7% | +292.4% | +561.5% |
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