-7.2%
JD vs AVAV
-62.5%
+55.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.2% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +4.5% | -9.9% | +14.4% | +4.9% |
| 3M | -15.4% | -34.7% | +19.3% | -14.0% |
| 6M | -6.0% | -26.6% | +20.6% | -5.5% |
| YTD | +2.2% | -48.9% | +51.1% | +4.1% |
| All | -7.2% | -62.5% | +55.2% | -4.3% |
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