+31.5%
ABNB vs AVAV
+41.8%
-10.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.6% | -12.4% | -1.9% |
| 7D | +11.2% | +3.2% | +8.1% | +10.3% |
| 30D | +14.7% | -7.4% | +22.1% | +15.6% |
| 3M | +6.9% | -32.0% | +38.9% | +12.8% |
| 6M | +34.5% | -24.6% | +59.0% | +37.4% |
| YTD | +40.2% | -47.5% | +87.7% | +48.5% |
| 1Y | +57.4% | -61.5% | +118.9% | +76.3% |
| 3Y | +64.7% | +5.5% | +59.3% | +35.7% |
| 5Y | -2.3% | +35.7% | -38.0% | -29.0% |
| All | +31.5% | +41.8% | -10.3% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling