+363.8%
ALL vs AVAV
+423.1%
-59.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.6% | -13.0% | -1.4% |
| 7D | -3.9% | +3.2% | -7.0% | -4.3% |
| 30D | +10.6% | -7.4% | +18.0% | +11.0% |
| 3M | -4.6% | -32.0% | +27.5% | -1.9% |
| 6M | +20.2% | -24.6% | +44.8% | +21.2% |
| YTD | +23.7% | -47.5% | +71.2% | +27.1% |
| 1Y | +27.9% | -61.5% | +89.4% | +35.5% |
| 3Y | +109.2% | +5.5% | +103.7% | +88.0% |
| 5Y | +148.0% | +35.7% | +112.2% | +108.8% |
| 10Y | +363.8% | +379.1% | -15.3% | +235.8% |
| All | +363.8% | +423.1% | -59.3% | +235.8% |
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