+24.0%
ADM vs AVAV
+31.5%
-7.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.2% |
| 7D | +0.7% | +18.4% | -17.7% | +0.2% |
| 30D | -14.7% | -4.9% | -9.8% | -14.6% |
| 3M | -10.4% | -37.7% | +27.2% | -9.2% |
| 6M | -10.9% | -28.4% | +17.5% | -10.5% |
| YTD | +26.0% | -50.0% | +76.0% | +27.9% |
| 1Y | +26.5% | -62.6% | +89.1% | +30.0% |
| 3Y | +8.2% | -0.6% | +8.8% | +1.8% |
| 5Y | +24.0% | +31.9% | -7.9% | +10.8% |
| All | +24.0% | +31.5% | -7.5% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling