-9.7%
JD vs AVAV
-68.0%
+58.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -8.3% | +11.4% | +3.3% |
| 7D | +9.0% | -10.1% | +19.1% | +9.3% |
| 30D | +5.2% | -18.7% | +23.9% | +5.9% |
| 3M | -15.9% | -33.0% | +17.1% | -14.7% |
| 6M | -7.7% | -37.2% | +29.5% | -6.5% |
| YTD | +0.1% | -53.2% | +53.3% | +2.4% |
| 1Y | -9.7% | -69.0% | +59.2% | -5.8% |
| All | -9.7% | -68.0% | +58.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling