+195.7%
JNJ vs AVAV
+516.1%
-320.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.3% |
| 7D | -0.8% | +3.2% | -4.0% | -0.9% |
| 30D | +4.3% | -20.3% | +24.6% | +5.2% |
| 3M | +16.5% | -19.4% | +35.9% | +17.2% |
| 6M | +13.1% | -35.3% | +48.4% | +14.6% |
| YTD | +32.1% | -38.5% | +70.6% | +33.5% |
| 1Y | +54.5% | -37.2% | +91.7% | +55.1% |
| 3Y | +82.5% | +31.1% | +51.4% | +70.0% |
| 5Y | +80.0% | +41.0% | +39.0% | +63.4% |
| 10Y | +195.7% | +508.8% | -313.1% | +128.4% |
| All | +195.7% | +516.1% | -320.4% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling