+56.4%
JD vs AVAV
+232.3%
-175.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.8% | +13.1% | +4.8% |
| 7D | +11.7% | -24.3% | +36.1% | +16.3% |
| 30D | +8.1% | -28.9% | +37.0% | +13.5% |
| 3M | -12.0% | -39.3% | +27.3% | -5.7% |
| 6M | -3.5% | -38.8% | +35.3% | +1.4% |
| YTD | +3.3% | -57.8% | +61.1% | +13.1% |
| 1Y | -7.4% | -70.9% | +63.5% | +7.8% |
| 3Y | +16.6% | -14.8% | +31.4% | +6.0% |
| 5Y | -57.9% | +7.3% | -65.2% | -65.2% |
| 10Y | +32.6% | +325.3% | -292.7% | -26.0% |
| All | +56.4% | +232.3% | -175.9% | -9.1% |
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