+5.2%
AVTR vs APD
+69.8%
-64.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +7.4% | -2.5% | +9.9% | +8.6% |
| 30D | +12.2% | -1.9% | +14.1% | +13.0% |
| 3M | +57.4% | +8.2% | +49.1% | +51.1% |
| 6M | +86.7% | +10.7% | +75.9% | +75.8% |
| YTD | +33.1% | +22.9% | +10.2% | +18.9% |
| 1Y | +16.1% | +5.8% | +10.4% | +11.2% |
| 3Y | -24.6% | +7.8% | -32.4% | -29.5% |
| 5Y | -63.5% | +26.1% | -89.6% | -69.2% |
| All | +5.2% | +69.8% | -64.6% | -18.2% |
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