-5.4%
JD vs AVTR
+16.8%
-22.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | -1.7% | +2.7% | -4.3% | -1.8% |
| 30D | -13.2% | +12.1% | -25.2% | -13.7% |
| 3M | -3.2% | +57.2% | -60.4% | -5.6% |
| 6M | +15.2% | +73.1% | -57.8% | +11.4% |
| YTD | +2.0% | +30.6% | -28.7% | +0.8% |
| 1Y | -5.4% | +13.5% | -18.9% | -7.1% |
| All | -5.4% | +16.8% | -22.1% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling