+747.0%
A vs AVAV
+351.0%
+396.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.5% | -8.7% | -0.3% |
| 7D | -0.1% | -10.6% | +10.5% | +1.9% |
| 30D | +3.4% | -18.8% | +22.1% | +7.1% |
| 3M | +23.8% | -34.1% | +57.9% | +33.0% |
| 6M | +49.0% | -35.3% | +84.3% | +58.2% |
| YTD | +29.4% | -53.4% | +82.8% | +42.7% |
| 1Y | +19.4% | -65.6% | +85.0% | +39.2% |
| 3Y | +66.2% | -5.1% | +71.3% | +48.2% |
| 5Y | +15.8% | +18.5% | -2.7% | -6.5% |
| 10Y | +326.1% | +369.8% | -43.8% | +121.9% |
| All | +747.0% | +351.0% | +396.0% | +269.8% |
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 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