+54.3%
JD vs AVAV
+370.9%
-316.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | -1.7% | -2.2% | +0.6% | -1.3% |
| 30D | -13.2% | -13.9% | +0.8% | -11.3% |
| 3M | -3.2% | -29.2% | +26.0% | +0.9% |
| 6M | +15.2% | -36.1% | +51.4% | +21.0% |
| YTD | +2.0% | -40.2% | +42.2% | +6.3% |
| 1Y | -5.4% | -36.2% | +30.8% | -3.4% |
| 3Y | -9.1% | +47.5% | -56.6% | -24.8% |
| 5Y | -59.6% | +39.3% | -98.9% | -67.7% |
| 10Y | +26.2% | +482.6% | -456.3% | -32.3% |
| All | +54.3% | +370.9% | -316.5% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling