+152.5%
ADBE vs AVAV
+516.1%
-363.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.3% | -3.9% |
| 7D | -10.1% | +3.2% | -13.3% | -10.5% |
| 30D | -3.0% | -20.3% | +17.3% | -0.1% |
| 3M | +5.0% | -19.4% | +24.4% | +7.0% |
| 6M | -9.3% | -35.3% | +26.0% | -5.4% |
| YTD | -26.5% | -38.5% | +12.0% | -24.1% |
| 1Y | -28.3% | -37.2% | +8.9% | -26.9% |
| 3Y | -54.1% | +31.1% | -85.2% | -61.3% |
| 5Y | -61.2% | +41.0% | -102.2% | -69.3% |
| 10Y | +152.5% | +508.8% | -356.2% | +41.2% |
| All | +152.5% | +516.1% | -363.6% | +41.2% |
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