+9.7%
AVTR vs APD
+77.4%
-67.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.9% |
| 7D | +1.9% | -1.6% | +3.5% | +2.6% |
| 30D | +1.5% | +10.6% | -9.1% | -2.9% |
| 3M | +17.1% | +2.5% | +14.6% | +15.6% |
| 6M | +91.5% | +6.0% | +85.5% | +85.1% |
| YTD | +38.8% | +28.4% | +10.4% | +21.6% |
| 1Y | +37.7% | +22.2% | +15.6% | +23.2% |
| 3Y | -13.5% | +26.6% | -40.0% | -24.6% |
| 5Y | -59.3% | +11.8% | -71.1% | -63.3% |
| All | +9.7% | +77.4% | -67.7% | -16.4% |
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