+11.1%
AG vs AVAV
+18.1%
-7.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.5% | -8.6% | -0.3% |
| 7D | +6.3% | -10.6% | +16.9% | +8.3% |
| 30D | -8.9% | -18.8% | +9.8% | -5.4% |
| 3M | -12.2% | -34.1% | +21.9% | -5.2% |
| 6M | -28.3% | -35.3% | +7.0% | -23.1% |
| YTD | -8.8% | -53.4% | +44.6% | +2.3% |
| 1Y | +39.4% | -65.6% | +105.0% | +64.8% |
| 3Y | +229.4% | -5.1% | +234.5% | +202.2% |
| All | +11.1% | +18.1% | -7.0% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling