+304.3%
JCI vs AVAV
+361.4%
-57.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.5% | -7.7% | +1.3% |
| 7D | -9.4% | -10.6% | +1.2% | -8.1% |
| 30D | -13.4% | -18.8% | +5.4% | -11.1% |
| 3M | -12.4% | -34.1% | +21.7% | -8.0% |
| 6M | -5.1% | -35.3% | +30.2% | -1.4% |
| YTD | +13.7% | -53.4% | +67.1% | +20.7% |
| 1Y | +11.4% | -65.6% | +77.1% | +23.4% |
| 3Y | +175.9% | -5.1% | +181.0% | +148.6% |
| 5Y | +98.4% | +18.5% | +79.9% | +65.5% |
| All | +304.3% | +361.4% | -57.0% | +164.3% |
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