+506.0%
JPM vs AVAV
+423.1%
+82.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.6% | -10.3% | +0.6% |
| 7D | +0.4% | +3.2% | -2.7% | -0.3% |
| 30D | +2.7% | -7.4% | +10.1% | +3.4% |
| 3M | -3.8% | -32.0% | +28.2% | +0.7% |
| 6M | +14.3% | -24.6% | +38.9% | +16.2% |
| YTD | +8.2% | -47.5% | +55.7% | +14.1% |
| 1Y | +11.0% | -61.5% | +72.5% | +22.1% |
| 3Y | +152.7% | +5.5% | +147.2% | +125.0% |
| 5Y | +130.8% | +35.7% | +95.1% | +88.2% |
| 10Y | +506.0% | +379.1% | +126.9% | +258.2% |
| All | +506.0% | +423.1% | +82.9% | +258.2% |
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