+191.0%
JBL vs AVTR
-26.6%
+217.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +4.0% | +1.6% | +2.4% | +3.8% |
| 30D | -7.5% | +8.4% | -15.9% | -8.4% |
| 3M | -14.1% | +50.2% | -64.2% | -19.5% |
| 6M | +25.9% | +82.6% | -56.7% | +13.7% |
| YTD | +36.7% | +29.8% | +6.8% | +29.8% |
| 1Y | +49.0% | +16.0% | +33.0% | +41.1% |
| All | +191.0% | -26.6% | +217.6% | +209.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling