+49.1%
ADP vs AVAV
+18.1%
+30.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.7% | -1.8% |
| 7D | +3.2% | -10.6% | +13.8% | +3.8% |
| 30D | +14.9% | -18.8% | +33.7% | +16.1% |
| 3M | +11.6% | -34.1% | +45.7% | +14.0% |
| 6M | +48.5% | -35.3% | +83.8% | +50.9% |
| YTD | +20.6% | -53.4% | +74.0% | +24.3% |
| 1Y | +23.7% | -65.6% | +89.3% | +30.2% |
| 3Y | +47.8% | -5.1% | +52.9% | +36.1% |
| All | +49.1% | +18.1% | +30.9% | +24.5% |
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