+366.5%
ALL vs AVAV
+479.1%
-112.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | 0.0% | -2.2% | +2.3% | +0.2% |
| 30D | -1.5% | -13.9% | +12.4% | -0.4% |
| 3M | +23.6% | -29.2% | +52.9% | +26.4% |
| 6M | +22.3% | -36.1% | +58.5% | +25.6% |
| YTD | +26.5% | -40.2% | +66.7% | +29.0% |
| 1Y | +27.0% | -36.2% | +63.2% | +27.5% |
| 3Y | +149.6% | +47.5% | +102.1% | +115.7% |
| 5Y | +118.1% | +39.3% | +78.8% | +84.7% |
| All | +366.5% | +479.1% | -112.5% | +220.8% |
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