+520.8%
APP vs AVTR
-51.6%
+572.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | +48.9% | +0.5% | +48.4% | +48.4% |
| 30D | +49.4% | +1.5% | +47.9% | +48.5% |
| 3M | +27.0% | +14.2% | +12.8% | +21.0% |
| 6M | -15.4% | +97.4% | -112.8% | -34.7% |
| YTD | -39.9% | +37.3% | -77.2% | -47.6% |
| 1Y | -32.0% | +36.8% | -68.7% | -40.8% |
| 3Y | +824.3% | -15.2% | +839.6% | +753.6% |
| 5Y | +252.4% | -59.2% | +311.6% | +457.8% |
| All | +520.8% | -51.6% | +572.4% | +704.0% |
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