+256.5%
ADM vs AVAV
+308.3%
-51.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.8% | +9.3% | +0.7% |
| 7D | -7.5% | -24.3% | +16.8% | -4.3% |
| 30D | -14.3% | -28.9% | +14.6% | -10.7% |
| 3M | -8.6% | -39.3% | +30.7% | -3.2% |
| 6M | -9.9% | -38.8% | +28.9% | -6.1% |
| YTD | +25.1% | -57.8% | +82.9% | +34.6% |
| 1Y | +28.8% | -70.9% | +99.7% | +45.6% |
| 3Y | +6.9% | -14.8% | +21.7% | -2.9% |
| 5Y | +25.9% | +7.3% | +18.6% | +5.0% |
| 10Y | +101.7% | +325.3% | -223.7% | +20.7% |
| All | +256.5% | +308.3% | -51.8% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling