+652.2%
JNJ vs AVAV
+407.8%
+244.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | +1.3% |
| 7D | +4.3% | +3.2% | +1.1% | +3.9% |
| 30D | +7.9% | -7.4% | +15.3% | +8.3% |
| 3M | +9.4% | -32.0% | +41.4% | +11.8% |
| 6M | +28.8% | -24.6% | +53.4% | +29.9% |
| YTD | +38.5% | -47.5% | +86.0% | +41.8% |
| 1Y | +54.6% | -61.5% | +116.1% | +61.8% |
| 3Y | +108.4% | +5.5% | +102.9% | +94.3% |
| 5Y | +99.6% | +35.7% | +63.9% | +76.8% |
| 10Y | +207.8% | +379.1% | -171.3% | +126.0% |
| All | +652.2% | +407.8% | +244.4% | +398.4% |
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 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