-47.0%
APTV vs AVTR
+5.6%
-52.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | -11.6% | -1.0% | -10.6% | -11.4% |
| 3M | -21.2% | +12.2% | -33.4% | -25.5% |
| 6M | -28.5% | +97.5% | -126.0% | -48.4% |
| YTD | -49.1% | +35.6% | -84.7% | -57.0% |
| 1Y | -52.2% | +32.8% | -85.0% | -59.4% |
| 3Y | -48.6% | -16.5% | -32.1% | -50.7% |
| 5Y | -77.3% | -59.1% | -18.1% | -68.9% |
| All | -47.0% | +5.6% | -52.6% | -62.8% |
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