+47.8%
ADP vs AVAV
-5.8%
+53.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.7% | -1.4% |
| 7D | +3.2% | -10.6% | +13.8% | +3.4% |
| 30D | +14.9% | -18.8% | +33.7% | +15.2% |
| 3M | +11.6% | -34.1% | +45.7% | +12.3% |
| 6M | +48.5% | -35.3% | +83.8% | +49.2% |
| YTD | +20.6% | -53.4% | +74.0% | +22.2% |
| 1Y | +23.7% | -65.6% | +89.3% | +25.9% |
| 3Y | +47.8% | -5.1% | +52.9% | +44.6% |
| All | +47.8% | -5.8% | +53.6% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling