+3.2%
AVTR vs JBHT
+204.3%
-201.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.6% |
| 7D | +2.7% | +4.9% | -2.2% | +0.6% |
| 30D | +12.1% | +0.6% | +11.5% | +11.6% |
| 3M | +57.2% | -3.2% | +60.5% | +58.4% |
| 6M | +73.1% | +17.0% | +56.1% | +59.7% |
| YTD | +30.6% | +41.7% | -11.0% | +10.6% |
| 1Y | +13.5% | +90.0% | -76.5% | -16.3% |
| 3Y | -31.0% | +47.0% | -78.0% | -44.5% |
| 5Y | -63.2% | +58.3% | -121.5% | -72.1% |
| All | +3.2% | +204.3% | -201.1% | -44.8% |
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