+10.0%
JD vs AVTR
+1.7%
+8.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | -1.7% | +2.7% | -4.3% | -2.3% |
| 30D | -13.2% | +12.1% | -25.2% | -15.6% |
| 3M | -3.2% | +57.2% | -60.4% | -14.1% |
| 6M | +15.2% | +73.1% | -57.8% | -0.9% |
| YTD | +2.0% | +30.6% | -28.7% | -6.2% |
| 1Y | -5.4% | +13.5% | -18.9% | -11.3% |
| 3Y | -9.1% | -31.0% | +21.9% | -5.2% |
| 5Y | -59.6% | -63.2% | +3.6% | -50.7% |
| All | +10.0% | +1.7% | +8.3% | +9.3% |
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