-29.3%
AFRM vs AVAV
+17.4%
-46.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.5% | -12.7% | -6.8% |
| 7D | -7.3% | -10.6% | +3.3% | -3.4% |
| 30D | -9.6% | -18.8% | +9.2% | -1.9% |
| 3M | -11.1% | -34.1% | +23.0% | +4.7% |
| 6M | +3.9% | -35.3% | +39.2% | +18.2% |
| YTD | -8.5% | -53.4% | +44.9% | +13.7% |
| 1Y | +3.3% | -65.6% | +68.9% | +48.4% |
| 3Y | +213.7% | -5.1% | +218.8% | +114.9% |
| 5Y | -58.5% | +18.5% | -77.0% | -76.6% |
| All | -29.3% | +17.4% | -46.8% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling