+167.8%
JCI vs AVTR
-25.8%
+193.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +5.1% | +7.4% | -2.3% | +4.3% |
| 30D | -3.8% | +12.2% | -16.1% | -5.0% |
| 3M | +1.9% | +57.4% | -55.5% | -3.8% |
| 6M | +11.2% | +86.7% | -75.5% | +2.4% |
| YTD | +22.9% | +33.1% | -10.1% | +18.1% |
| 1Y | +37.4% | +16.1% | +21.2% | +32.8% |
| 3Y | +167.8% | -24.6% | +192.4% | +177.0% |
| All | +167.8% | -25.8% | +193.6% | +177.0% |
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