+83.4%
JNJ vs AVTR
-64.7%
+148.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.3% | -2.0% | -2.3% | -4.2% |
| 30D | +3.0% | +8.1% | -5.0% | +2.6% |
| 3M | +12.2% | +54.2% | -42.0% | +9.4% |
| 6M | +10.5% | +82.6% | -72.1% | +6.5% |
| YTD | +30.8% | +29.8% | +0.9% | +28.6% |
| 1Y | +54.9% | +18.0% | +36.9% | +52.5% |
| 3Y | +80.7% | -26.4% | +107.1% | +83.0% |
| 5Y | +83.4% | -64.8% | +148.3% | +94.0% |
| All | +83.4% | -64.7% | +148.1% | +94.0% |
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