+283.1%
APP vs AVTR
-58.7%
+341.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +10.6% | +3.2% | +7.4% | +9.6% |
| 30D | +44.6% | +0.5% | +44.1% | +44.2% |
| 3M | +29.6% | +12.1% | +17.5% | +24.4% |
| 6M | -19.8% | +91.2% | -111.0% | -36.9% |
| YTD | -41.6% | +36.3% | -77.9% | -48.7% |
| 1Y | -32.7% | +35.2% | -67.9% | -41.0% |
| 3Y | +799.0% | -15.8% | +814.9% | +729.7% |
| All | +283.1% | -58.7% | +341.8% | +554.7% |
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