+92.9%
AVAV vs JAAA
+29.3%
+63.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -13.9% | +0.5% | -14.5% | -14.2% |
| 3M | -29.2% | +1.3% | -30.5% | -29.7% |
| 6M | -36.1% | +2.7% | -38.8% | -36.9% |
| YTD | -40.2% | +3.2% | -43.4% | -41.1% |
| 1Y | -36.2% | +4.9% | -41.1% | -37.5% |
| 3Y | +47.5% | +19.0% | +28.5% | +55.5% |
| 5Y | +39.3% | +26.8% | +12.5% | +53.5% |
| All | +92.9% | +29.3% | +63.6% | +96.6% |
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