+17.8%
JD vs AVAV
-5.8%
+23.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.5% | -8.8% | +0.8% |
| 7D | +13.4% | -10.6% | +23.9% | +14.3% |
| 30D | +7.7% | -18.8% | +26.5% | +9.4% |
| 3M | -11.3% | -34.1% | +22.8% | -8.3% |
| 6M | -5.1% | -35.3% | +30.2% | -2.8% |
| YTD | +5.0% | -53.4% | +58.4% | +10.0% |
| 1Y | -5.6% | -65.6% | +60.0% | +2.6% |
| 3Y | +17.8% | -5.1% | +22.8% | +1.9% |
| All | +17.8% | -5.8% | +23.6% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling