+95.0%
JCI vs AVAV
+28.1%
+67.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -2.0% |
| 7D | +3.2% | +4.2% | -1.0% | +2.7% |
| 30D | -8.6% | -2.6% | -6.0% | -8.4% |
| 3M | -7.7% | -38.0% | +30.2% | -3.9% |
| 6M | -2.6% | -27.0% | +24.4% | -1.1% |
| YTD | +17.4% | -51.4% | +68.8% | +21.6% |
| 1Y | +16.9% | -60.2% | +77.1% | +24.0% |
| 3Y | +186.7% | -6.7% | +193.4% | +161.4% |
| All | +95.0% | +28.1% | +67.0% | +63.3% |
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 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