+7.2%
AVTR vs JBHT
+159.3%
-152.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.4% |
| 7D | +0.5% | +7.0% | -6.6% | -2.3% |
| 30D | -1.0% | +0.5% | -1.5% | -1.3% |
| 3M | +12.2% | -17.4% | +29.6% | +20.1% |
| 6M | +97.5% | -1.7% | +99.2% | +95.0% |
| YTD | +35.6% | +20.7% | +14.9% | +21.5% |
| 1Y | +32.8% | +41.1% | -8.3% | +11.3% |
| 3Y | -16.5% | +38.0% | -54.5% | -31.6% |
| 5Y | -59.1% | +22.5% | -81.6% | -65.7% |
| All | +7.2% | +159.3% | -152.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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