+579.6%
ALL vs AVAV
+308.3%
+271.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.8% | +9.0% | +0.5% |
| 7D | +4.2% | -24.3% | +28.5% | +8.0% |
| 30D | +18.9% | -28.9% | +47.8% | +24.2% |
| 3M | +1.2% | -39.3% | +40.5% | +7.6% |
| 6M | +23.2% | -38.8% | +62.0% | +28.6% |
| YTD | +30.0% | -57.8% | +87.8% | +40.0% |
| 1Y | +39.6% | -70.9% | +110.5% | +58.7% |
| 3Y | +115.2% | -14.8% | +130.0% | +93.1% |
| 5Y | +156.2% | +7.3% | +148.9% | +110.5% |
| 10Y | +398.0% | +325.3% | +72.7% | +176.2% |
| All | +579.6% | +308.3% | +271.3% | +217.2% |
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