+16.0%
AA vs AVAV
-68.0%
+84.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.3% | +11.1% | +4.1% |
| 7D | +0.9% | -10.1% | +11.0% | +2.4% |
| 30D | -6.4% | -18.7% | +12.3% | -3.5% |
| 3M | -13.0% | -33.0% | +20.1% | -7.4% |
| 6M | -34.6% | -37.2% | +2.6% | -30.2% |
| YTD | -23.0% | -53.2% | +30.1% | -21.1% |
| 1Y | +16.0% | -69.0% | +85.0% | +39.2% |
| All | +16.0% | -68.0% | +84.0% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling