+292.6%
APP vs AVTR
-60.1%
+352.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.2% |
| 7D | +71.2% | -3.6% | +74.8% | +72.9% |
| 30D | +39.1% | +0.8% | +38.3% | +38.4% |
| 3M | +16.5% | +17.4% | -0.8% | +10.1% |
| 6M | -16.6% | +83.5% | -100.1% | -33.7% |
| YTD | -41.9% | +35.0% | -76.9% | -49.0% |
| 1Y | -37.0% | +36.7% | -73.7% | -45.2% |
| 3Y | +892.4% | -15.3% | +907.8% | +807.4% |
| All | +292.6% | -60.1% | +352.7% | +595.7% |
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 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