+34.4%
JD vs AVAV
+315.4%
-281.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.3% | +1.9% |
| 7D | -4.1% | +4.2% | -8.3% | -4.8% |
| 30D | +4.6% | -2.6% | +7.2% | +4.4% |
| 3M | -4.7% | -38.0% | +33.2% | +1.1% |
| 6M | -17.4% | -27.0% | +9.6% | -15.8% |
| YTD | +0.7% | -51.4% | +52.1% | +7.1% |
| 1Y | -5.9% | -60.2% | +54.4% | +3.1% |
| 3Y | +18.9% | -6.7% | +25.5% | +7.5% |
| 5Y | -62.9% | +28.3% | -91.2% | -69.8% |
| All | +34.4% | +315.4% | -281.1% | -5.5% |
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