+254.0%
ADM vs AVAV
+351.0%
-97.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -2.0% |
| 7D | -9.0% | -10.6% | +1.6% | -7.9% |
| 30D | -14.0% | -18.8% | +4.8% | -12.0% |
| 3M | -9.2% | -34.1% | +24.9% | -4.9% |
| 6M | -9.2% | -35.3% | +26.2% | -6.0% |
| YTD | +24.2% | -53.4% | +77.6% | +31.9% |
| 1Y | +27.0% | -65.6% | +92.6% | +40.2% |
| 3Y | +6.6% | -5.1% | +11.7% | -4.6% |
| 5Y | +25.0% | +18.5% | +6.5% | +2.9% |
| 10Y | +100.2% | +369.8% | -269.6% | +18.3% |
| All | +254.0% | +351.0% | -97.1% | +78.4% |
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