+528.8%
APP vs AVTR
-51.0%
+579.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +3.9% |
| 7D | +79.2% | +1.9% | +77.2% | +77.7% |
| 30D | +48.0% | +1.5% | +46.5% | +47.0% |
| 3M | +18.2% | +17.1% | +1.2% | +11.7% |
| 6M | -12.5% | +91.5% | -104.0% | -31.7% |
| YTD | -39.2% | +38.8% | -78.0% | -47.1% |
| 1Y | -33.9% | +37.7% | -71.6% | -42.6% |
| 3Y | +933.3% | -13.5% | +946.8% | +844.9% |
| 5Y | +295.9% | -59.3% | +355.2% | +529.5% |
| All | +528.8% | -51.0% | +579.9% | +711.2% |
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 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