-58.0%
JD vs AVAV
+34.3%
-92.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.6% | -15.1% | -3.9% |
| 7D | +7.9% | +3.2% | +4.8% | +7.2% |
| 30D | +4.8% | -7.4% | +12.2% | +5.3% |
| 3M | -13.9% | -32.0% | +18.1% | -10.5% |
| 6M | -5.8% | -24.6% | +18.8% | -4.6% |
| YTD | +2.4% | -47.5% | +49.9% | +6.9% |
| 1Y | -7.5% | -61.5% | +53.9% | +0.7% |
| 3Y | +20.9% | +5.5% | +15.4% | +8.3% |
| 5Y | -58.0% | +35.7% | -93.8% | -68.4% |
| All | -58.0% | +34.3% | -92.3% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling