+23.0%
JPM vs AVAV
-35.3%
+58.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.6% |
| 7D | -0.4% | +3.2% | -3.6% | -0.6% |
| 30D | -1.1% | -20.3% | +19.2% | +0.4% |
| 3M | +14.1% | -19.4% | +33.6% | +15.5% |
| 6M | +23.3% | -35.3% | +58.6% | +26.5% |
| YTD | +11.3% | -38.5% | +49.8% | +14.8% |
| 1Y | +23.0% | -37.2% | +60.2% | +39.0% |
| All | +23.0% | -35.3% | +58.3% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling