+3.2%
AVTR vs APD
+71.8%
-68.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | +2.7% | -2.2% | +4.9% | +3.7% |
| 30D | +12.1% | +2.1% | +10.0% | +10.9% |
| 3M | +57.2% | +7.2% | +50.1% | +51.6% |
| 6M | +73.1% | +11.2% | +61.8% | +62.8% |
| YTD | +30.6% | +24.4% | +6.2% | +16.2% |
| 1Y | +13.5% | +6.7% | +6.8% | +8.3% |
| 3Y | -31.0% | +9.2% | -40.3% | -35.9% |
| 5Y | -63.2% | +27.4% | -90.6% | -69.1% |
| All | +3.2% | +71.8% | -68.6% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling