+228.6%
ABT vs AVAV
+360.4%
-131.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -5.4% | +9.9% | -15.2% | -6.2% |
| 30D | +8.0% | -5.4% | +13.4% | +8.2% |
| 3M | +0.2% | -36.5% | +36.8% | +3.6% |
| 6M | +34.1% | -25.3% | +59.4% | +35.6% |
| YTD | -10.6% | -48.6% | +38.0% | -7.7% |
| 1Y | -11.8% | -62.1% | +50.3% | -6.5% |
| 3Y | +23.9% | +2.3% | +21.6% | +13.1% |
| 5Y | -5.1% | +35.4% | -40.5% | -19.0% |
| 10Y | +228.6% | +345.1% | -116.5% | +140.4% |
| All | +228.6% | +360.4% | -131.8% | +140.4% |
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