+1,008.3%
JPM vs AVAV
+351.0%
+657.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.3% | -2.6% |
| 7D | -0.8% | -10.6% | +9.8% | +0.8% |
| 30D | +1.5% | -18.8% | +20.3% | +4.6% |
| 3M | -5.7% | -34.1% | +28.5% | +0.3% |
| 6M | +7.2% | -35.3% | +42.6% | +12.3% |
| YTD | +5.8% | -53.4% | +59.2% | +14.9% |
| 1Y | +8.8% | -65.6% | +74.4% | +24.2% |
| 3Y | +147.4% | -5.1% | +152.5% | +121.2% |
| 5Y | +125.3% | +18.5% | +106.8% | +82.9% |
| 10Y | +540.5% | +369.8% | +170.7% | +252.7% |
| All | +1,008.3% | +351.0% | +657.3% | +418.4% |
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