+48.7%
ADP vs AVAV
+28.1%
+20.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.8% |
| 7D | +2.2% | +4.2% | -2.1% | +1.9% |
| 30D | +10.6% | -2.6% | +13.1% | +10.5% |
| 3M | +12.9% | -38.0% | +50.9% | +15.7% |
| 6M | +50.6% | -27.0% | +77.6% | +51.9% |
| YTD | +23.2% | -51.4% | +74.6% | +26.7% |
| 1Y | +25.3% | -60.2% | +85.5% | +30.5% |
| 3Y | +47.1% | -6.7% | +53.8% | +36.2% |
| All | +48.7% | +28.1% | +20.6% | +23.1% |
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