+1,091.5%
JBL vs AVTR
+0.6%
+1,090.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.2% |
| 7D | +2.4% | -1.1% | +3.5% | +2.7% |
| 30D | -13.1% | +6.3% | -19.4% | -14.7% |
| 3M | -15.6% | +53.3% | -68.9% | -27.0% |
| 6M | +24.6% | +78.6% | -54.1% | +2.1% |
| YTD | +39.6% | +29.2% | +10.4% | +25.6% |
| 1Y | +48.6% | +13.8% | +34.8% | +35.3% |
| 3Y | +197.3% | -27.4% | +224.7% | +202.8% |
| 5Y | +413.0% | -65.0% | +478.0% | +584.5% |
| All | +1,091.5% | +0.6% | +1,090.8% | +849.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling