+483.7%
APLD vs AVTR
-49.9%
+533.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.6% |
| 7D | +16.6% | +7.4% | +9.2% | +13.1% |
| 30D | -3.1% | +12.2% | -15.3% | -7.7% |
| 3M | -30.9% | +57.4% | -88.2% | -45.6% |
| 6M | +12.6% | +86.7% | -74.0% | -19.2% |
| YTD | +15.5% | +33.1% | -17.6% | -2.3% |
| 1Y | +103.5% | +16.1% | +87.4% | +74.6% |
| 3Y | +446.5% | -24.6% | +471.1% | +448.7% |
| All | +483.7% | -49.9% | +533.6% | +1,040.2% |
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 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