+375.0%
AGI vs AVAV
+315.4%
+59.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.2% |
| 7D | -10.1% | +4.2% | -14.3% | -10.5% |
| 30D | -6.5% | -2.6% | -4.0% | -6.7% |
| 3M | -12.8% | -38.0% | +25.1% | -9.2% |
| 6M | -34.3% | -27.0% | -7.3% | -32.9% |
| YTD | -25.6% | -51.4% | +25.8% | -22.2% |
| 1Y | -14.2% | -60.2% | +46.0% | -8.9% |
| 3Y | +127.3% | -6.7% | +133.9% | +118.9% |
| 5Y | +241.8% | +28.3% | +213.5% | +216.1% |
| All | +375.0% | +315.4% | +59.6% | +336.5% |
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 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