+12.7%
AFL vs AVAV
-63.2%
+75.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.6% |
| 7D | +0.2% | +18.4% | -18.2% | +0.9% |
| 30D | +8.6% | -4.9% | +13.6% | +8.6% |
| 3M | +5.3% | -37.7% | +43.0% | +3.9% |
| 6M | +10.0% | -28.4% | +38.5% | +9.3% |
| YTD | +16.5% | -50.0% | +66.6% | +14.2% |
| 1Y | +12.7% | -62.6% | +75.3% | +11.4% |
| All | +12.7% | -63.2% | +75.9% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling