+40.8%
ALB vs AVAV
+423.1%
-382.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | -2.6% |
| 7D | +9.5% | +3.2% | +6.3% | +8.1% |
| 30D | -2.1% | -7.4% | +5.3% | -1.4% |
| 3M | -24.1% | -32.0% | +7.9% | -18.9% |
| 6M | -51.0% | -24.6% | -26.4% | -49.6% |
| YTD | -29.3% | -47.5% | +18.2% | -23.9% |
| 1Y | +3.2% | -61.5% | +64.7% | +18.1% |
| 3Y | -9.3% | +5.5% | -14.8% | -23.1% |
| 5Y | -61.6% | +35.7% | -97.4% | -71.3% |
| 10Y | +40.8% | +379.1% | -338.3% | -14.1% |
| All | +40.8% | +423.1% | -382.3% | -14.1% |
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