+135.3%
JPM vs AVTR
-58.9%
+194.2%
-37.9%
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 | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +3.3% | -1.0% | +4.3% | +3.4% |
| 3M | -4.2% | +12.2% | -16.4% | -6.1% |
| 6M | +16.4% | +97.5% | -81.1% | +2.9% |
| YTD | +9.5% | +35.6% | -26.1% | +2.9% |
| 1Y | +14.0% | +32.8% | -18.8% | +7.4% |
| 3Y | +153.1% | -16.5% | +169.6% | +150.8% |
| All | +135.3% | -58.9% | +194.2% | +156.2% |
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