-38.3%
AVTR vs JAAA
+29.3%
-67.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.6% |
| 7D | +2.7% | +0.2% | +2.5% | +2.2% |
| 30D | +12.1% | +0.5% | +11.5% | +10.6% |
| 3M | +57.2% | +1.3% | +56.0% | +52.5% |
| 6M | +73.1% | +2.7% | +70.4% | +62.4% |
| YTD | +30.6% | +3.2% | +27.4% | +21.2% |
| 1Y | +13.5% | +4.9% | +8.6% | +1.4% |
| 3Y | -31.0% | +19.0% | -50.0% | -49.7% |
| 5Y | -63.2% | +26.8% | -90.0% | -75.2% |
| All | -38.3% | +29.3% | -67.6% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling