-39.0%
AVTR vs JAAA
+29.4%
-68.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.7% |
| 7D | -1.1% | +0.1% | -1.1% | -1.3% |
| 30D | +6.3% | +0.5% | +5.8% | +4.9% |
| 3M | +53.3% | +1.3% | +52.0% | +48.6% |
| 6M | +78.6% | +2.8% | +75.9% | +67.1% |
| YTD | +29.2% | +3.3% | +26.0% | +19.6% |
| 1Y | +13.8% | +4.9% | +8.9% | +1.6% |
| 3Y | -27.4% | +19.0% | -46.4% | -47.1% |
| 5Y | -65.0% | +26.9% | -91.9% | -76.5% |
| All | -39.0% | +29.4% | -68.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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