+350.8%
JCI vs AVAV
+478.6%
-127.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +3.8% | -2.2% | +6.1% | +4.2% |
| 30D | -5.7% | -13.9% | +8.3% | -3.7% |
| 3M | -1.4% | -29.2% | +27.8% | +2.6% |
| 6M | +4.1% | -36.1% | +40.3% | +9.0% |
| YTD | +21.7% | -40.2% | +61.9% | +26.2% |
| 1Y | +36.1% | -36.2% | +72.3% | +38.1% |
| 3Y | +154.4% | +47.5% | +106.9% | +113.1% |
| 5Y | +112.0% | +39.3% | +72.8% | +72.1% |
| 10Y | +322.2% | +482.6% | -160.3% | +142.1% |
| All | +350.8% | +478.6% | -127.8% | +136.1% |
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