+7.2%
AVTR vs APD
+81.7%
-74.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +0.5% | +3.8% | -3.4% | -1.2% |
| 30D | -1.0% | +8.2% | -9.2% | -4.4% |
| 3M | +12.2% | +4.3% | +7.9% | +9.9% |
| 6M | +97.5% | +4.7% | +92.8% | +92.2% |
| YTD | +35.6% | +31.5% | +4.1% | +17.5% |
| 1Y | +32.8% | +23.5% | +9.3% | +18.3% |
| 3Y | -16.5% | +29.1% | -45.6% | -27.8% |
| 5Y | -59.1% | +15.9% | -75.0% | -63.8% |
| All | +7.2% | +81.7% | -74.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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