+50.3%
AVAV vs JAAA
+30.2%
+20.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.4% | +10.4% |
| 7D | -10.6% | +0.2% | -10.7% | -10.7% |
| 30D | -18.8% | +0.4% | -19.2% | -19.0% |
| 3M | -34.1% | +1.2% | -35.3% | -34.5% |
| 6M | -35.3% | +2.3% | -37.7% | -36.1% |
| YTD | -53.4% | +3.9% | -57.3% | -54.2% |
| 1Y | -65.6% | +4.8% | -70.5% | -66.4% |
| 3Y | -5.1% | +18.5% | -23.6% | -1.4% |
| 5Y | +18.5% | +27.5% | -8.9% | +30.5% |
| All | +50.3% | +30.2% | +20.2% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling