+106.0%
ADM vs AVAV
+358.8%
-252.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.5% |
| 7D | -1.8% | 0.0% | -1.8% | -2.0% |
| 30D | -13.3% | -9.9% | -3.3% | -12.7% |
| 3M | -13.4% | -34.7% | +21.4% | -10.4% |
| 6M | -9.6% | -26.6% | +17.0% | -8.5% |
| YTD | +23.0% | -48.9% | +72.0% | +27.4% |
| 1Y | +27.4% | -63.0% | +90.4% | +36.2% |
| 3Y | +5.7% | +1.6% | +4.1% | -4.8% |
| 5Y | +22.1% | +34.5% | -12.4% | +1.5% |
| 10Y | +106.0% | +359.3% | -253.3% | +52.5% |
| All | +106.0% | +358.8% | -252.8% | +52.5% |
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