+10.5%
JD vs AVTR
+8.1%
+2.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.4% | -3.2% |
| 7D | +7.9% | +1.9% | +6.0% | +7.4% |
| 30D | +4.8% | +1.5% | +3.2% | +4.2% |
| 3M | -13.9% | +17.1% | -31.0% | -17.5% |
| 6M | -5.8% | +91.5% | -97.3% | -21.1% |
| YTD | +2.4% | +38.8% | -36.4% | -7.5% |
| 1Y | -7.5% | +37.7% | -45.3% | -16.5% |
| 3Y | +20.9% | -13.5% | +34.4% | +18.0% |
| 5Y | -58.0% | -59.3% | +1.3% | -50.0% |
| All | +10.5% | +8.1% | +2.4% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling