+57.4%
JNJ vs AVAV
-39.1%
+96.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.2% |
| 7D | +2.7% | -2.2% | +4.9% | +2.6% |
| 30D | +7.4% | -13.9% | +21.3% | +6.9% |
| 3M | +21.2% | -29.2% | +50.5% | +20.3% |
| 6M | +13.4% | -36.1% | +49.5% | +12.2% |
| YTD | +35.1% | -40.2% | +75.3% | +35.6% |
| 1Y | +57.4% | -36.2% | +93.6% | +62.1% |
| All | +57.4% | -39.1% | +96.5% | +62.1% |
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 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