+1,063.3%
JBL vs AVTR
+1.7%
+1,061.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.9% |
| 7D | +3.0% | +2.7% | +0.4% | +2.2% |
| 30D | -8.3% | +12.1% | -20.3% | -11.4% |
| 3M | -16.9% | +57.2% | -74.1% | -28.6% |
| 6M | +21.8% | +73.1% | -51.3% | +0.9% |
| YTD | +36.3% | +30.6% | +5.7% | +22.3% |
| 1Y | +49.5% | +13.5% | +36.0% | +36.3% |
| 3Y | +170.6% | -31.0% | +201.6% | +181.8% |
| 5Y | +408.4% | -63.2% | +471.6% | +565.0% |
| All | +1,063.3% | +1.7% | +1,061.6% | +824.8% |
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