+329.1%
APP vs AVTR
-64.4%
+393.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.4% |
| 7D | -4.4% | +1.6% | -6.0% | -4.9% |
| 30D | -10.0% | +8.4% | -18.4% | -12.5% |
| 3M | -41.4% | +50.2% | -91.6% | -49.7% |
| 6M | -41.0% | +82.6% | -123.6% | -53.1% |
| YTD | -54.7% | +29.8% | -84.6% | -59.6% |
| 1Y | -45.3% | +16.0% | -61.3% | -51.1% |
| 3Y | +624.3% | -26.4% | +650.7% | +619.9% |
| 5Y | +329.1% | -64.5% | +393.6% | +661.6% |
| All | +329.1% | -64.4% | +393.6% | +661.6% |
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