+61.0%
AA vs AVAV
-39.1%
+100.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | +5.0% | -13.9% | +18.9% | +7.7% |
| 3M | -35.8% | -29.2% | -6.6% | -32.1% |
| 6M | -18.4% | -36.1% | +17.7% | -13.0% |
| YTD | -5.5% | -40.2% | +34.7% | -3.7% |
| 1Y | +61.0% | -36.2% | +97.2% | +82.8% |
| All | +61.0% | -39.1% | +100.0% | +82.8% |
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 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