+1,093.2%
ADP vs AVAV
+478.6%
+614.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.9% |
| 7D | -3.4% | -2.2% | -1.2% | -3.2% |
| 30D | +2.8% | -13.9% | +16.7% | +4.5% |
| 3M | +20.9% | -29.2% | +50.2% | +24.8% |
| 6M | +29.9% | -36.1% | +66.0% | +34.8% |
| YTD | +9.6% | -40.2% | +49.8% | +13.4% |
| 1Y | -5.3% | -36.2% | +30.9% | -3.8% |
| 3Y | +16.5% | +47.5% | -31.1% | -0.6% |
| 5Y | +49.4% | +39.3% | +10.1% | +24.2% |
| 10Y | +282.2% | +482.6% | -200.4% | +137.8% |
| All | +1,093.2% | +478.6% | +614.6% | +549.2% |
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 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