+102.6%
ADM vs AVAV
+423.1%
-320.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.6% | -12.8% | -1.3% |
| 7D | -7.8% | +3.2% | -11.0% | -8.3% |
| 30D | -12.6% | -7.4% | -5.2% | -12.2% |
| 3M | -8.2% | -32.0% | +23.8% | -5.4% |
| 6M | -8.9% | -24.6% | +15.7% | -8.0% |
| YTD | +24.0% | -47.5% | +71.5% | +28.1% |
| 1Y | +26.2% | -61.5% | +87.6% | +34.4% |
| 3Y | +7.0% | +5.5% | +1.5% | -4.0% |
| 5Y | +24.9% | +35.7% | -10.9% | +3.9% |
| 10Y | +102.6% | +379.1% | -276.5% | +50.7% |
| All | +102.6% | +423.1% | -320.5% | +50.7% |
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