+119.7%
IJH vs AVTR
+1.1%
+118.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.4% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | -3.8% | +8.4% | -12.2% | -6.0% |
| 3M | 0.0% | +50.2% | -50.1% | -11.5% |
| 6M | +8.8% | +82.6% | -73.8% | -9.5% |
| YTD | +13.5% | +29.8% | -16.3% | +3.5% |
| 1Y | +15.4% | +16.0% | -0.6% | +6.5% |
| 3Y | +50.9% | -26.4% | +77.4% | +53.9% |
| 5Y | +47.8% | -64.5% | +112.3% | +86.3% |
| All | +119.7% | +1.1% | +118.6% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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