+371.6%
ALL vs AVAV
+315.4%
+56.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | +5.0% | +4.2% | +0.8% | +4.6% |
| 30D | +13.3% | -2.6% | +15.9% | +13.2% |
| 3M | +3.2% | -38.0% | +41.1% | +6.8% |
| 6M | +25.3% | -27.0% | +52.3% | +26.6% |
| YTD | +30.5% | -51.4% | +81.9% | +34.8% |
| 1Y | +29.2% | -60.2% | +89.4% | +36.1% |
| 3Y | +119.1% | -6.7% | +125.8% | +99.4% |
| 5Y | +162.6% | +28.3% | +134.3% | +121.7% |
| All | +371.6% | +315.4% | +56.2% | +244.4% |
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