+6.7%
AVTR vs JBHT
+141.8%
-135.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.4% |
| 7D | -3.6% | -1.6% | -2.0% | -3.0% |
| 30D | +0.8% | -2.3% | +3.1% | +1.6% |
| 3M | +17.4% | -18.5% | +35.8% | +26.2% |
| 6M | +83.5% | -11.3% | +94.8% | +89.0% |
| YTD | +35.0% | +12.6% | +22.4% | +24.5% |
| 1Y | +36.7% | +29.8% | +6.9% | +18.5% |
| 3Y | -15.3% | +28.1% | -43.4% | -28.5% |
| 5Y | -59.5% | +17.7% | -77.2% | -65.5% |
| All | +6.7% | +141.8% | -135.1% | -37.9% |
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