+20.9%
JD vs AVTR
-13.5%
+34.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.4% | -2.9% |
| 7D | +7.9% | +1.9% | +6.0% | +7.6% |
| 30D | +4.8% | +1.5% | +3.2% | +4.4% |
| 3M | -13.9% | +17.1% | -31.0% | -16.1% |
| 6M | -5.8% | +91.5% | -97.3% | -15.6% |
| YTD | +2.4% | +38.8% | -36.4% | -3.3% |
| 1Y | -7.5% | +37.7% | -45.3% | -12.6% |
| 3Y | +20.9% | -13.5% | +34.4% | +9.1% |
| All | +20.9% | -13.5% | +34.4% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling