+323.8%
A vs AVAV
+423.1%
-99.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.6% | -9.5% | +1.1% |
| 7D | +4.8% | +3.2% | +1.6% | +4.0% |
| 30D | +5.6% | -7.4% | +13.0% | +6.5% |
| 3M | +23.6% | -32.0% | +55.6% | +30.4% |
| 6M | +56.4% | -24.6% | +80.9% | +60.4% |
| YTD | +33.4% | -47.5% | +80.9% | +41.9% |
| 1Y | +23.7% | -61.5% | +85.2% | +37.8% |
| 3Y | +71.0% | +5.5% | +65.5% | +52.8% |
| 5Y | +16.8% | +35.7% | -18.9% | -4.1% |
| 10Y | +323.8% | +379.1% | -55.3% | +165.8% |
| All | +323.8% | +423.1% | -99.3% | +165.8% |
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 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