-41.5%
ACHR vs AVAV
+71.9%
-113.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.2% |
| 7D | +4.9% | +3.2% | +1.7% | +3.8% |
| 30D | +4.3% | -20.3% | +24.6% | +11.9% |
| 3M | +1.7% | -19.4% | +21.2% | +7.6% |
| 6M | -6.9% | -35.3% | +28.4% | +4.2% |
| YTD | -22.5% | -38.5% | +16.0% | -13.9% |
| 1Y | -31.5% | -37.2% | +5.7% | -23.5% |
| 3Y | -14.4% | +31.1% | -45.5% | -29.2% |
| 5Y | -41.6% | +41.0% | -82.7% | -58.2% |
| All | -41.5% | +71.9% | -113.4% | -58.5% |
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