-32.4%
AFRM vs AVAV
+22.4%
-54.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.1% |
| 7D | -4.4% | +4.2% | -8.6% | -6.5% |
| 30D | -7.7% | -2.6% | -5.1% | -8.0% |
| 3M | -16.9% | -38.0% | +21.1% | +0.5% |
| 6M | +2.5% | -27.0% | +29.5% | +10.0% |
| YTD | -12.5% | -51.4% | +38.9% | +6.3% |
| 1Y | -11.0% | -60.2% | +49.2% | +18.2% |
| 3Y | +184.6% | -6.7% | +191.2% | +98.6% |
| 5Y | -56.3% | +28.3% | -84.6% | -76.4% |
| All | -32.4% | +22.4% | -54.8% | -64.4% |
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 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