+30.0%
A vs AVAV
+48.2%
-18.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | +6.9% | -13.9% | +20.8% | +8.7% |
| 3M | +9.2% | -29.2% | +38.5% | +13.0% |
| 6M | +25.7% | -36.1% | +61.8% | +30.6% |
| YTD | +11.5% | -40.2% | +51.7% | +15.5% |
| 1Y | +18.4% | -36.2% | +54.6% | +21.2% |
| All | +30.0% | +48.2% | -18.2% | +19.0% |
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