+1,224.0%
JBL vs AVAV
+394.0%
+830.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.4% |
| 7D | -8.1% | 0.0% | -8.0% | -8.2% |
| 30D | -18.4% | -9.9% | -8.5% | -16.5% |
| 3M | -25.8% | -34.7% | +8.9% | -18.1% |
| 6M | -29.6% | -26.6% | -3.0% | -26.6% |
| YTD | +9.6% | -48.9% | +58.6% | +21.1% |
| 1Y | +14.1% | -63.0% | +77.1% | +36.6% |
| 3Y | +95.9% | +1.6% | +94.3% | +66.7% |
| 5Y | +298.3% | +34.5% | +263.9% | +189.5% |
| 10Y | +1,150.1% | +359.3% | +790.8% | +449.6% |
| All | +1,224.0% | +394.0% | +830.0% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling