+4.4%
AVTR vs JBHT
+143.4%
-139.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.8% |
| 7D | -9.2% | -1.4% | -7.9% | -8.7% |
| 30D | -1.9% | -3.1% | +1.2% | -0.8% |
| 3M | +13.3% | -19.5% | +32.9% | +22.6% |
| 6M | +88.1% | -9.6% | +97.7% | +92.3% |
| YTD | +32.1% | +13.3% | +18.8% | +21.5% |
| 1Y | +30.7% | +29.7% | +1.1% | +13.4% |
| 3Y | -17.6% | +28.3% | -45.9% | -30.5% |
| 5Y | -60.3% | +18.5% | -78.8% | -66.3% |
| All | +4.4% | +143.4% | -139.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling