+344.6%
JCI vs AVAV
+383.4%
-38.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.0% |
| 7D | +8.4% | +18.4% | -9.9% | +5.6% |
| 30D | -8.9% | -4.9% | -3.9% | -8.3% |
| 3M | -6.4% | -37.7% | +31.2% | -0.1% |
| 6M | +1.6% | -28.4% | +30.1% | +4.6% |
| YTD | +20.1% | -50.0% | +70.1% | +27.4% |
| 1Y | +17.2% | -62.6% | +79.8% | +30.1% |
| 3Y | +190.7% | -0.6% | +191.4% | +160.3% |
| 5Y | +99.9% | +31.9% | +67.9% | +62.7% |
| 10Y | +301.8% | +332.3% | -30.5% | +141.5% |
| All | +344.6% | +383.4% | -38.8% | +138.4% |
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