+89.1%
JBL vs AVAV
-5.8%
+94.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.3% | -0.7% |
| 7D | -12.3% | -10.6% | -1.7% | -10.7% |
| 30D | -20.2% | -18.8% | -1.4% | -17.4% |
| 3M | -30.6% | -34.1% | +3.5% | -26.0% |
| 6M | -35.8% | -35.3% | -0.4% | -32.3% |
| YTD | +4.9% | -53.4% | +58.3% | +13.8% |
| 1Y | +11.3% | -65.6% | +76.9% | +28.3% |
| 3Y | +89.1% | -5.1% | +94.2% | +50.1% |
| All | +89.1% | -5.8% | +94.9% | +50.1% |
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