+328.0%
ADM vs AVAV
+478.6%
-150.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +3.8% | -2.2% | +6.0% | +4.0% |
| 30D | +9.8% | -13.9% | +23.7% | +11.6% |
| 3M | +2.1% | -29.2% | +31.4% | +5.5% |
| 6M | +27.5% | -36.1% | +63.6% | +32.5% |
| YTD | +50.2% | -40.2% | +90.4% | +55.2% |
| 1Y | +40.6% | -36.2% | +76.8% | +42.4% |
| 3Y | +17.2% | +47.5% | -30.3% | -1.7% |
| 5Y | +61.9% | +39.3% | +22.6% | +31.5% |
| 10Y | +159.3% | +482.6% | -323.3% | +49.9% |
| All | +328.0% | +478.6% | -150.6% | +110.0% |
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