+107.2%
APA vs AVAV
-68.0%
+175.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.3% | +1.5% | -7.0% |
| 7D | -13.0% | -10.1% | -2.9% | -13.1% |
| 30D | +2.0% | -18.7% | +20.7% | +1.4% |
| 3M | +24.9% | -33.0% | +57.9% | +23.4% |
| 6M | +7.2% | -37.2% | +44.3% | +6.6% |
| YTD | +87.1% | -53.2% | +140.3% | +91.5% |
| 1Y | +107.2% | -69.0% | +176.1% | +102.4% |
| All | +107.2% | -68.0% | +175.2% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling