-29.4%
AFRM vs AVAV
+32.2%
-61.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | -5.6% |
| 7D | -7.5% | +3.2% | -10.7% | -9.9% |
| 30D | -15.7% | -7.4% | -8.3% | -14.0% |
| 3M | -9.6% | -32.0% | +22.4% | +4.9% |
| 6M | +6.3% | -24.6% | +30.8% | +12.6% |
| YTD | -8.6% | -47.5% | +38.9% | +7.4% |
| 1Y | -7.6% | -61.5% | +53.9% | +25.8% |
| 3Y | +173.7% | +5.5% | +168.2% | +79.3% |
| 5Y | -56.9% | +35.7% | -92.6% | -77.2% |
| All | -29.4% | +32.2% | -61.6% | -64.1% |
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