-55.4%
APP vs AVTR
+37.4%
-92.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | +4.5% | -6.2% | +10.8% | +5.9% |
| 30D | -3.6% | -1.0% | -2.6% | -3.4% |
| 3M | -35.3% | +14.4% | -49.7% | -36.8% |
| 6M | -42.8% | +95.9% | -138.7% | -52.2% |
| YTD | -59.7% | +36.6% | -96.2% | -64.7% |
| 1Y | -55.4% | +35.1% | -90.5% | -60.7% |
| All | -55.4% | +37.4% | -92.8% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling