-9.7%
JD vs AVTR
+37.4%
-47.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.7% | +3.0% |
| 7D | +9.0% | -6.2% | +15.2% | +9.1% |
| 30D | +5.2% | -1.0% | +6.2% | +5.1% |
| 3M | -15.9% | +14.4% | -30.3% | -16.5% |
| 6M | -7.7% | +95.9% | -103.6% | -10.4% |
| YTD | +0.1% | +36.6% | -36.5% | -0.4% |
| 1Y | -9.7% | +35.1% | -44.9% | -9.5% |
| All | -9.7% | +37.4% | -47.1% | -9.5% |
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