+459.6%
APLD vs AVTR
-51.1%
+510.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.1% |
| 7D | +9.0% | +1.6% | +7.4% | +8.3% |
| 30D | -6.6% | +8.4% | -15.0% | -9.7% |
| 3M | -35.2% | +50.2% | -85.4% | -47.9% |
| 6M | +0.4% | +82.6% | -82.2% | -27.3% |
| YTD | +10.7% | +29.8% | -19.2% | -5.4% |
| 1Y | +78.6% | +16.0% | +62.6% | +52.9% |
| 3Y | +423.9% | -26.4% | +450.4% | +431.7% |
| All | +459.6% | -51.1% | +510.7% | +1,004.8% |
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 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