+220.6%
APLD vs AVTR
-49.1%
+269.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.6% | +8.8% |
| 7D | -12.7% | -3.6% | -9.1% | -11.1% |
| 30D | -34.7% | +0.8% | -35.5% | -34.8% |
| 3M | -46.1% | +17.4% | -63.5% | -49.6% |
| 6M | -64.9% | +83.5% | -148.4% | -74.4% |
| YTD | -36.6% | +35.0% | -71.6% | -46.7% |
| 1Y | -50.0% | +36.7% | -86.6% | -58.6% |
| 3Y | +190.1% | -15.3% | +205.4% | +162.6% |
| All | +220.6% | -49.1% | +269.8% | +522.3% |
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