+762.1%
A vs AVAV
+394.0%
+368.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.8% |
| 7D | +1.4% | 0.0% | +1.4% | +1.0% |
| 30D | +4.3% | -9.9% | +14.2% | +5.9% |
| 3M | +19.8% | -34.7% | +54.5% | +28.8% |
| 6M | +54.4% | -26.6% | +81.0% | +59.8% |
| YTD | +31.7% | -48.9% | +80.7% | +42.6% |
| 1Y | +22.4% | -63.0% | +85.5% | +40.6% |
| 3Y | +67.7% | +1.6% | +66.1% | +47.6% |
| 5Y | +15.7% | +34.5% | -18.7% | -9.0% |
| 10Y | +308.7% | +359.3% | -50.6% | +115.0% |
| All | +762.1% | +394.0% | +368.1% | +269.6% |
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