-19.1%
AA vs AVAV
+478.6%
-497.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.1% |
| 30D | +5.0% | -13.9% | +18.9% | +9.3% |
| 3M | -35.8% | -29.2% | -6.6% | -30.6% |
| 6M | -18.4% | -36.1% | +17.7% | -10.6% |
| YTD | -5.5% | -40.2% | +34.7% | +2.5% |
| 1Y | +61.0% | -36.2% | +97.2% | +68.9% |
| 3Y | +66.2% | +47.5% | +18.7% | +22.0% |
| 5Y | +11.4% | +39.3% | -27.9% | -21.8% |
| 10Y | +116.9% | +482.6% | -365.7% | -12.1% |
| All | -19.1% | +478.6% | -497.7% | -71.5% |
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