+28.9%
JD vs AVAV
+423.1%
-394.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.6% | -15.1% | -4.2% |
| 7D | +7.9% | +3.2% | +4.8% | +7.0% |
| 30D | +4.8% | -7.4% | +12.2% | +5.3% |
| 3M | -13.9% | -32.0% | +18.1% | -9.8% |
| 6M | -5.8% | -24.6% | +18.8% | -4.4% |
| YTD | +2.4% | -47.5% | +49.9% | +7.7% |
| 1Y | -7.5% | -61.5% | +53.9% | +2.0% |
| 3Y | +20.9% | +5.5% | +15.4% | +7.4% |
| 5Y | -58.0% | +35.7% | -93.8% | -66.0% |
| 10Y | +28.9% | +379.1% | -350.2% | -2.9% |
| All | +28.9% | +423.1% | -394.2% | -2.9% |
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