+27.9%
AVAV vs JAAA
+18.9%
+9.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -2.1% |
| 7D | -2.2% | +0.2% | -2.4% | -3.0% |
| 30D | -13.9% | +0.5% | -14.5% | -15.9% |
| 3M | -29.2% | +1.3% | -30.5% | -32.8% |
| 6M | -36.1% | +2.7% | -38.8% | -42.5% |
| YTD | -40.2% | +3.2% | -43.4% | -47.2% |
| 1Y | -36.2% | +4.9% | -41.1% | -47.3% |
| All | +27.9% | +18.9% | +9.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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