+84.1%
JNJ vs AVAV
+40.7%
+43.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.2% |
| 7D | +2.7% | -2.2% | +4.9% | +2.7% |
| 30D | +7.4% | -13.9% | +21.3% | +7.4% |
| 3M | +21.2% | -29.2% | +50.5% | +21.3% |
| 6M | +13.4% | -36.1% | +49.5% | +13.5% |
| YTD | +35.1% | -40.2% | +75.3% | +35.2% |
| 1Y | +57.4% | -36.2% | +93.6% | +57.0% |
| 3Y | +86.8% | +47.5% | +39.2% | +79.5% |
| All | +84.1% | +40.7% | +43.4% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling