+48.7%
ADP vs AVAV
+32.4%
+16.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.3% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | +12.8% | -9.9% | +22.7% | +13.2% |
| 3M | +12.3% | -34.7% | +47.0% | +14.8% |
| 6M | +45.4% | -26.6% | +72.0% | +46.7% |
| YTD | +21.4% | -48.9% | +70.3% | +24.5% |
| 1Y | +23.7% | -63.0% | +86.7% | +29.7% |
| 3Y | +43.6% | +1.6% | +42.1% | +32.0% |
| 5Y | +48.7% | +34.5% | +14.2% | +23.2% |
| All | +48.7% | +32.4% | +16.3% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling