+78.3%
JNJ vs AVTR
-26.6%
+104.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.3% | -2.0% | -2.3% | -4.3% |
| 30D | +3.0% | +8.1% | -5.0% | +2.7% |
| 3M | +12.2% | +54.2% | -42.0% | +10.0% |
| 6M | +10.5% | +82.6% | -72.1% | +7.3% |
| YTD | +30.8% | +29.8% | +0.9% | +29.1% |
| 1Y | +54.9% | +18.0% | +36.9% | +52.9% |
| All | +78.3% | -26.6% | +104.9% | +81.3% |
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 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