+313.1%
A vs AVAV
+361.4%
-48.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.5% | -8.7% | +0.1% |
| 7D | -0.1% | -10.6% | +10.5% | +1.5% |
| 30D | +3.4% | -18.8% | +22.1% | +6.4% |
| 3M | +23.8% | -34.1% | +57.9% | +31.3% |
| 6M | +49.0% | -35.3% | +84.3% | +56.6% |
| YTD | +29.4% | -53.4% | +82.8% | +40.3% |
| 1Y | +19.4% | -65.6% | +85.0% | +35.5% |
| 3Y | +66.2% | -5.1% | +71.3% | +51.1% |
| 5Y | +15.8% | +18.5% | -2.7% | -2.8% |
| All | +313.1% | +361.4% | -48.2% | +164.4% |
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 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