+110.3%
JCI vs AVTR
-64.4%
+174.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | +4.1% | +1.6% | +2.5% | +3.8% |
| 30D | -3.8% | +8.4% | -12.2% | -5.2% |
| 3M | -1.6% | +50.2% | -51.8% | -9.3% |
| 6M | +9.5% | +82.6% | -73.1% | -3.2% |
| YTD | +21.7% | +29.8% | -8.1% | +14.5% |
| 1Y | +37.1% | +16.0% | +21.2% | +29.8% |
| 3Y | +165.2% | -26.4% | +191.6% | +171.9% |
| 5Y | +110.3% | -64.5% | +174.8% | +164.4% |
| All | +110.3% | -64.4% | +174.7% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling