+293.3%
JPM vs AVTR
+1.7%
+291.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +0.3% | +2.7% | -2.4% | -0.3% |
| 30D | -0.2% | +12.1% | -12.2% | -2.8% |
| 3M | +15.9% | +57.2% | -41.4% | +3.5% |
| 6M | +20.9% | +73.1% | -52.1% | +5.1% |
| YTD | +12.9% | +30.6% | -17.7% | +4.4% |
| 1Y | +20.3% | +13.5% | +6.8% | +12.9% |
| 3Y | +160.9% | -31.0% | +192.0% | +169.6% |
| 5Y | +154.8% | -63.2% | +218.1% | +207.4% |
| All | +293.3% | +1.7% | +291.6% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling