+65.7%
AG vs AVAV
+315.4%
-249.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.9% |
| 7D | -10.0% | +4.2% | -14.2% | -10.6% |
| 30D | -10.5% | -2.6% | -7.9% | -10.5% |
| 3M | -27.3% | -38.0% | +10.7% | -21.2% |
| 6M | -43.0% | -27.0% | -16.0% | -40.5% |
| YTD | -17.9% | -51.4% | +33.5% | -9.6% |
| 1Y | +11.9% | -60.2% | +72.2% | +27.1% |
| 3Y | +201.8% | -6.7% | +208.5% | +183.8% |
| 5Y | -0.1% | +28.3% | -28.4% | -13.7% |
| All | +65.7% | +315.4% | -249.7% | +41.9% |
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