+1,228.5%
ADP vs AVAV
+308.3%
+920.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.8% | +11.0% | +2.4% |
| 7D | +7.4% | -24.3% | +31.7% | +10.8% |
| 30D | +17.1% | -28.9% | +46.0% | +21.6% |
| 3M | +14.4% | -39.3% | +53.7% | +20.8% |
| 6M | +47.9% | -38.8% | +86.6% | +53.9% |
| YTD | +22.1% | -57.8% | +79.9% | +31.1% |
| 1Y | +21.8% | -70.9% | +92.7% | +36.9% |
| 3Y | +50.5% | -14.8% | +65.3% | +38.3% |
| 5Y | +49.6% | +7.3% | +42.3% | +27.6% |
| 10Y | +329.3% | +325.3% | +3.9% | +176.1% |
| All | +1,228.5% | +308.3% | +920.2% | +650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling