+14.3%
A vs AVAV
+28.1%
-13.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.9% |
| 7D | -0.5% | +4.2% | -4.7% | -1.1% |
| 30D | 0.0% | -2.6% | +2.5% | 0.0% |
| 3M | +16.7% | -38.0% | +54.7% | +23.9% |
| 6M | +54.8% | -27.0% | +81.8% | +59.3% |
| YTD | +28.8% | -51.4% | +80.2% | +37.5% |
| 1Y | +19.3% | -60.2% | +79.5% | +30.7% |
| 3Y | +65.5% | -6.7% | +72.2% | +51.1% |
| All | +14.3% | +28.1% | -13.8% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling