+301.7%
JCI vs AVAV
+423.1%
-121.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.6% | -7.8% | +3.1% |
| 7D | -3.4% | +3.2% | -6.6% | -3.9% |
| 30D | -10.1% | -7.4% | -2.7% | -9.4% |
| 3M | -6.8% | -32.0% | +25.2% | -2.5% |
| 6M | +2.0% | -24.6% | +26.5% | +3.8% |
| YTD | +19.2% | -47.5% | +66.7% | +24.4% |
| 1Y | +16.7% | -61.5% | +78.2% | +27.4% |
| 3Y | +194.3% | +5.5% | +188.9% | +161.4% |
| 5Y | +103.0% | +35.7% | +67.3% | +66.0% |
| 10Y | +301.7% | +379.1% | -77.4% | +148.8% |
| All | +301.7% | +423.1% | -121.4% | +148.8% |
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