+13,256.8%
AAPL vs AVAV
+351.0%
+12,905.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -11.0% | -2.0% |
| 7D | -0.7% | -10.6% | +9.9% | +0.7% |
| 30D | +1.7% | -18.8% | +20.5% | +4.4% |
| 3M | +9.7% | -34.1% | +43.8% | +15.6% |
| 6M | +19.3% | -35.3% | +54.6% | +24.4% |
| YTD | +26.3% | -53.4% | +79.7% | +35.2% |
| 1Y | +27.4% | -65.6% | +93.0% | +42.5% |
| 3Y | +93.6% | -5.1% | +98.7% | +73.6% |
| 5Y | +131.7% | +18.5% | +113.2% | +91.2% |
| 10Y | +1,268.5% | +369.8% | +898.7% | +713.4% |
| All | +13,256.8% | +351.0% | +12,905.8% | +7,072.6% |
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