+278.0%
JBL vs AVAV
+18.1%
+259.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.3% | -0.5% |
| 7D | -12.3% | -10.6% | -1.7% | -10.8% |
| 30D | -20.2% | -18.8% | -1.4% | -17.6% |
| 3M | -30.6% | -34.1% | +3.5% | -26.3% |
| 6M | -35.8% | -35.3% | -0.4% | -32.5% |
| YTD | +4.9% | -53.4% | +58.3% | +13.5% |
| 1Y | +11.3% | -65.6% | +76.9% | +26.7% |
| 3Y | +89.1% | -5.1% | +94.2% | +74.0% |
| All | +278.0% | +18.1% | +259.8% | +207.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling