+147.4%
JPM vs AVAV
-5.8%
+153.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.3% | -1.7% |
| 7D | -0.8% | -10.6% | +9.8% | 0.0% |
| 30D | +1.5% | -18.8% | +20.3% | +3.0% |
| 3M | -5.7% | -34.1% | +28.5% | -2.7% |
| 6M | +7.2% | -35.3% | +42.6% | +9.8% |
| YTD | +5.8% | -53.4% | +59.2% | +10.8% |
| 1Y | +8.8% | -65.6% | +74.4% | +17.0% |
| 3Y | +147.4% | -5.1% | +152.5% | +136.6% |
| All | +147.4% | -5.8% | +153.2% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling