+249.5%
APLD vs AVTR
-48.7%
+298.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.1% |
| 7D | +19.6% | +3.2% | +16.4% | +18.2% |
| 30D | -24.5% | +0.5% | -24.9% | -24.4% |
| 3M | -45.6% | +12.1% | -57.7% | -48.1% |
| 6M | -61.4% | +91.2% | -152.6% | -72.4% |
| YTD | -30.9% | +36.3% | -67.2% | -42.1% |
| 1Y | -35.8% | +35.2% | -71.1% | -46.5% |
| 3Y | +261.4% | -15.8% | +277.2% | +231.1% |
| All | +249.5% | -48.7% | +298.1% | +576.2% |
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