-34.4%
APTV vs AVTR
+1.7%
-36.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +4.8% | +2.7% | +2.1% | +3.6% |
| 30D | +2.0% | +12.1% | -10.1% | -3.0% |
| 3M | -34.2% | +57.2% | -91.5% | -47.0% |
| 6M | -34.7% | +73.1% | -107.7% | -50.0% |
| YTD | -37.0% | +30.6% | -67.6% | -45.7% |
| 1Y | -40.4% | +13.5% | -53.9% | -47.0% |
| 3Y | -54.1% | -31.0% | -23.1% | -51.4% |
| 5Y | -68.0% | -63.2% | -4.8% | -54.1% |
| All | -34.4% | +1.7% | -36.1% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling