+221.6%
JNJ vs AVAV
+315.4%
-93.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | +3.5% | +4.2% | -0.8% | +3.2% |
| 30D | +12.5% | -2.6% | +15.1% | +12.5% |
| 3M | +9.6% | -38.0% | +47.5% | +11.5% |
| 6M | +25.3% | -27.0% | +52.3% | +26.1% |
| YTD | +40.3% | -51.4% | +91.7% | +42.8% |
| 1Y | +49.6% | -60.2% | +109.9% | +53.8% |
| 3Y | +110.8% | -6.7% | +117.4% | +99.8% |
| 5Y | +99.1% | +28.3% | +70.8% | +80.0% |
| All | +221.6% | +315.4% | -93.8% | +167.2% |
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