-27.2%
JHX vs AVTR
-64.6%
+37.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -6.3% | -1.1% | -5.2% | -6.0% |
| 30D | -7.7% | +6.3% | -14.1% | -9.4% |
| 3M | +19.2% | +53.3% | -34.1% | +3.8% |
| 6M | +38.3% | +78.6% | -40.4% | +14.7% |
| YTD | +37.2% | +29.2% | +8.0% | +24.0% |
| 1Y | +42.3% | +13.8% | +28.4% | +31.2% |
| 3Y | -4.4% | -27.4% | +23.0% | -2.0% |
| All | -27.2% | -64.6% | +37.4% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling