+229.3%
APLD vs AVTR
-48.9%
+278.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | -21.4% | -1.0% | -20.4% | -20.8% |
| 3M | -47.8% | +12.2% | -60.0% | -50.3% |
| 6M | -64.9% | +97.5% | -162.3% | -75.3% |
| YTD | -34.9% | +35.6% | -70.5% | -45.3% |
| 1Y | -30.7% | +32.8% | -63.6% | -41.7% |
| 3Y | +305.3% | -16.5% | +321.8% | +273.4% |
| All | +229.3% | -48.9% | +278.2% | +538.6% |
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