+64.0%
AG vs AVAV
+364.6%
-300.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.5% | -8.6% | -0.1% |
| 7D | +6.3% | -10.6% | +16.9% | +8.1% |
| 30D | -8.9% | -18.8% | +9.8% | -5.8% |
| 3M | -12.2% | -34.1% | +21.9% | -6.0% |
| 6M | -28.3% | -35.3% | +7.0% | -23.7% |
| YTD | -8.8% | -53.4% | +44.6% | +1.1% |
| 1Y | +39.4% | -65.6% | +105.0% | +62.0% |
| 3Y | +229.4% | -5.1% | +234.5% | +209.4% |
| 5Y | +14.5% | +18.5% | -4.0% | +0.5% |
| All | +64.0% | +364.6% | -300.6% | +55.8% |
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 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