+316.8%
ADP vs AVAV
+361.4%
-44.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.7% | -2.3% |
| 7D | +3.2% | -10.6% | +13.8% | +4.2% |
| 30D | +14.9% | -18.8% | +33.7% | +17.0% |
| 3M | +11.6% | -34.1% | +45.7% | +15.8% |
| 6M | +48.5% | -35.3% | +83.8% | +52.7% |
| YTD | +20.6% | -53.4% | +74.0% | +26.9% |
| 1Y | +23.7% | -65.6% | +89.3% | +34.6% |
| 3Y | +47.8% | -5.1% | +52.9% | +33.4% |
| 5Y | +47.7% | +18.5% | +29.2% | +23.5% |
| All | +316.8% | +361.4% | -44.5% | +183.9% |
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