+1,176.2%
JBL vs AVAV
+327.1%
+849.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.0% |
| 7D | +10.0% | +18.4% | -8.4% | +6.1% |
| 30D | -18.2% | -4.9% | -13.3% | -17.5% |
| 3M | -29.0% | -37.7% | +8.7% | -22.3% |
| 6M | -25.9% | -28.4% | +2.6% | -22.7% |
| YTD | +14.1% | -50.0% | +64.1% | +24.4% |
| 1Y | +21.7% | -62.6% | +84.3% | +41.0% |
| 3Y | +103.8% | -0.6% | +104.5% | +79.0% |
| 5Y | +310.0% | +31.9% | +278.1% | +217.1% |
| All | +1,176.2% | +327.1% | +849.1% | +628.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling