-37.5%
APTV vs AVTR
+1.1%
-38.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.0% |
| 30D | -7.9% | +8.1% | -16.0% | -11.1% |
| 3M | -29.9% | +54.2% | -84.1% | -43.1% |
| 6M | -36.6% | +82.6% | -119.2% | -52.6% |
| YTD | -40.0% | +29.8% | -69.8% | -48.1% |
| 1Y | -44.0% | +18.0% | -62.0% | -51.1% |
| 3Y | -54.5% | -26.4% | -28.1% | -53.5% |
| 5Y | -68.8% | -64.8% | -4.0% | -54.1% |
| All | -37.5% | +1.1% | -38.6% | -55.1% |
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