-64.4%
AVTR vs APD
+27.6%
-91.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | +2.7% | -2.2% | +4.9% | +3.5% |
| 30D | +12.1% | +2.1% | +10.0% | +11.1% |
| 3M | +57.2% | +7.2% | +50.1% | +52.4% |
| 6M | +73.1% | +11.2% | +61.8% | +63.9% |
| YTD | +30.6% | +24.4% | +6.2% | +17.4% |
| 1Y | +13.5% | +6.7% | +6.8% | +9.0% |
| 3Y | -31.0% | +9.2% | -40.3% | -34.5% |
| All | -64.4% | +27.6% | -91.9% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling