+287.8%
JPM vs AVTR
+1.1%
+286.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | -2.0% | -0.3% | -1.9% |
| 30D | -2.3% | +8.1% | -10.4% | -4.1% |
| 3M | +14.9% | +54.2% | -39.3% | +3.1% |
| 6M | +23.6% | +82.6% | -58.9% | +6.1% |
| YTD | +11.3% | +29.8% | -18.6% | +3.1% |
| 1Y | +19.9% | +18.0% | +1.9% | +11.4% |
| 3Y | +162.6% | -26.4% | +189.0% | +166.2% |
| 5Y | +154.6% | -64.8% | +219.5% | +211.5% |
| All | +287.8% | +1.1% | +286.7% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling