-12.7%
JD vs AVTR
+15.8%
-28.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -2.2% |
| 7D | -0.8% | +7.4% | -8.2% | -1.2% |
| 30D | -16.0% | +12.2% | -28.3% | -16.6% |
| 3M | -3.2% | +57.4% | -60.6% | -5.7% |
| 6M | +6.1% | +86.7% | -80.6% | +1.8% |
| YTD | -0.1% | +33.1% | -33.2% | -1.5% |
| 1Y | -12.7% | +16.1% | -28.9% | -14.5% |
| All | -12.7% | +15.8% | -28.5% | -14.5% |
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