-8.9%
JD vs AVAV
-63.2%
+54.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | -4.0% | +18.4% | -22.4% | -4.5% |
| 30D | +2.7% | -4.9% | +7.6% | +2.8% |
| 3M | -13.0% | -37.7% | +24.6% | -11.5% |
| 6M | -12.7% | -28.4% | +15.7% | -12.1% |
| YTD | -0.8% | -50.0% | +49.2% | +1.2% |
| 1Y | -8.9% | -62.6% | +53.7% | -6.0% |
| All | -8.9% | -63.2% | +54.3% | -6.0% |
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