-6.7%
JD vs AVTR
+34.2%
-40.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +4.5% | -0.6% | +5.1% | +4.4% |
| 3M | -15.4% | +13.4% | -28.8% | -16.0% |
| 6M | -6.0% | +87.4% | -93.4% | -8.4% |
| YTD | +2.2% | +35.9% | -33.7% | +1.7% |
| 1Y | -6.7% | +35.4% | -42.0% | -6.5% |
| All | -6.7% | +34.2% | -40.9% | -6.5% |
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