-35.8%
AA vs AVAV
+351.0%
-386.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.5% | -7.5% | 0.0% |
| 7D | +0.9% | -10.6% | +11.5% | +3.7% |
| 30D | -6.7% | -18.8% | +12.1% | -1.7% |
| 3M | -16.3% | -34.1% | +17.8% | -7.0% |
| 6M | -37.1% | -35.3% | -1.8% | -31.4% |
| YTD | -25.0% | -53.4% | +28.4% | -13.6% |
| 1Y | +8.6% | -65.6% | +74.2% | +36.2% |
| 3Y | +57.2% | -5.1% | +62.3% | +31.7% |
| 5Y | -13.0% | +18.5% | -31.5% | -36.6% |
| 10Y | +65.5% | +369.8% | -304.3% | -29.5% |
| All | -35.8% | +351.0% | -386.8% | -76.0% |
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