+378.5%
APP vs AVTR
-53.1%
+431.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.5% | -3.3% |
| 7D | +0.1% | +7.4% | -7.3% | -2.3% |
| 30D | -10.0% | +12.2% | -22.2% | -13.6% |
| 3M | -44.6% | +57.4% | -102.0% | -53.4% |
| 6M | -37.9% | +86.7% | -124.5% | -51.1% |
| YTD | -53.7% | +33.1% | -86.8% | -59.1% |
| 1Y | -43.0% | +16.1% | -59.1% | -49.0% |
| 3Y | +640.8% | -24.6% | +665.4% | +630.4% |
| 5Y | +358.8% | -63.5% | +422.3% | +668.3% |
| All | +378.5% | -53.1% | +431.6% | +527.8% |
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