+1,082.4%
JPM vs AVAV
+478.6%
+603.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | -0.2% | -13.9% | +13.8% | +2.1% |
| 3M | +15.9% | -29.2% | +45.1% | +21.0% |
| 6M | +20.9% | -36.1% | +57.1% | +27.2% |
| YTD | +12.9% | -40.2% | +53.1% | +18.3% |
| 1Y | +20.3% | -36.2% | +56.5% | +23.2% |
| 3Y | +160.9% | +47.5% | +113.4% | +115.7% |
| 5Y | +154.8% | +39.3% | +115.6% | +102.8% |
| 10Y | +591.1% | +482.6% | +108.5% | +269.5% |
| All | +1,082.4% | +478.6% | +603.8% | +433.8% |
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