+325.2%
JCI vs AVTR
+1.1%
+324.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | -2.0% | +2.4% | +0.8% |
| 30D | -7.7% | +8.1% | -15.8% | -9.3% |
| 3M | +2.8% | +54.2% | -51.4% | -7.2% |
| 6M | +7.2% | +82.6% | -75.3% | -7.3% |
| YTD | +20.0% | +29.8% | -9.9% | +11.4% |
| 1Y | +33.3% | +18.0% | +15.3% | +24.2% |
| 3Y | +161.3% | -26.4% | +187.8% | +165.7% |
| 5Y | +108.8% | -64.8% | +173.6% | +153.7% |
| All | +325.2% | +1.1% | +324.1% | +264.1% |
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