+32.5%
JD vs AVAV
+358.8%
-326.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | +5.2% | 0.0% | +5.2% | +4.8% |
| 30D | +4.5% | -9.9% | +14.4% | +5.5% |
| 3M | -15.4% | -34.7% | +19.3% | -10.9% |
| 6M | -6.0% | -26.6% | +20.6% | -4.3% |
| YTD | +2.2% | -48.9% | +51.1% | +7.9% |
| 1Y | -6.7% | -63.0% | +56.4% | +3.6% |
| 3Y | +20.5% | +1.6% | +19.0% | +7.7% |
| 5Y | -58.4% | +34.5% | -92.9% | -66.3% |
| 10Y | +32.5% | +359.3% | -326.8% | -1.5% |
| All | +32.5% | +358.8% | -326.3% | -1.5% |
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