-14.8%
AA vs AVAV
+18.1%
-33.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.5% | -7.5% | +0.9% |
| 7D | +0.9% | -10.6% | +11.5% | +2.8% |
| 30D | -6.7% | -18.8% | +12.1% | -3.2% |
| 3M | -16.3% | -34.1% | +17.8% | -9.9% |
| 6M | -37.1% | -35.3% | -1.8% | -33.0% |
| YTD | -25.0% | -53.4% | +28.4% | -17.2% |
| 1Y | +8.6% | -65.6% | +74.2% | +27.2% |
| 3Y | +57.2% | -5.1% | +62.3% | +36.5% |
| All | -14.8% | +18.1% | -33.0% | -35.3% |
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