+486.0%
AGI vs AVAV
+478.6%
+7.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +18.2% | -13.9% | +32.2% | +20.0% |
| 3M | -4.1% | -29.2% | +25.1% | -1.1% |
| 6M | -28.7% | -36.1% | +7.4% | -26.0% |
| YTD | -4.0% | -40.2% | +36.2% | -0.7% |
| 1Y | +17.4% | -36.2% | +53.6% | +20.0% |
| 3Y | +203.0% | +47.5% | +155.5% | +176.5% |
| 5Y | +376.7% | +39.3% | +337.4% | +327.9% |
| 10Y | +407.5% | +482.6% | -75.1% | +268.2% |
| All | +486.0% | +478.6% | +7.4% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling