+7.4%
AVTR vs APD
+78.1%
-70.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -0.6% | +11.0% | -11.7% | -5.1% |
| 3M | +13.4% | +1.3% | +12.1% | +12.5% |
| 6M | +87.4% | +6.4% | +81.0% | +80.8% |
| YTD | +35.9% | +28.9% | +6.9% | +18.8% |
| 1Y | +35.4% | +23.2% | +12.2% | +20.6% |
| 3Y | -16.1% | +26.3% | -42.4% | -26.8% |
| 5Y | -59.4% | +12.0% | -71.4% | -63.4% |
| All | +7.4% | +78.1% | -70.7% | -18.3% |
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