+521.1%
JPM vs AVAV
+361.4%
+159.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.3% | -2.3% |
| 7D | -0.8% | -10.6% | +9.8% | +0.5% |
| 30D | +1.5% | -18.8% | +20.3% | +4.1% |
| 3M | -5.7% | -34.1% | +28.5% | -0.8% |
| 6M | +7.2% | -35.3% | +42.6% | +11.4% |
| YTD | +5.8% | -53.4% | +59.2% | +13.5% |
| 1Y | +8.8% | -65.6% | +74.4% | +21.8% |
| 3Y | +147.4% | -5.1% | +152.5% | +123.3% |
| 5Y | +125.3% | +18.5% | +106.8% | +87.2% |
| All | +521.1% | +361.4% | +159.7% | +247.3% |
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