+734.3%
AFL vs AVAV
+351.0%
+383.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.5% | -12.2% | -3.3% |
| 7D | +0.1% | -10.6% | +10.7% | +1.5% |
| 30D | +10.0% | -18.8% | +28.8% | +13.0% |
| 3M | -1.6% | -34.1% | +32.5% | +3.9% |
| 6M | +10.5% | -35.3% | +45.9% | +14.8% |
| YTD | +14.3% | -53.4% | +67.6% | +22.0% |
| 1Y | +11.4% | -65.6% | +77.0% | +24.8% |
| 3Y | +62.4% | -5.1% | +67.5% | +42.2% |
| 5Y | +144.8% | +18.5% | +126.3% | +94.2% |
| 10Y | +356.2% | +369.8% | -13.7% | +135.3% |
| All | +734.3% | +351.0% | +383.3% | +267.8% |
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