+97.4%
JBL vs AVAV
-3.9%
+101.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.7% |
| 7D | +6.3% | +4.2% | +2.1% | +5.5% |
| 30D | -13.5% | -2.6% | -10.9% | -13.2% |
| 3M | -31.3% | -38.0% | +6.6% | -26.0% |
| 6M | -28.4% | -27.0% | -1.4% | -26.2% |
| YTD | +11.6% | -51.4% | +63.0% | +20.0% |
| 1Y | +26.1% | -60.2% | +86.4% | +41.0% |
| 3Y | +97.4% | -6.7% | +104.0% | +72.1% |
| All | +97.4% | -3.9% | +101.2% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling