+0.3%
APA vs AVAV
+361.4%
-361.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.8% | +0.6% |
| 7D | -15.5% | -10.6% | -4.9% | -13.7% |
| 30D | +2.4% | -18.8% | +21.2% | +6.2% |
| 3M | +22.8% | -34.1% | +56.9% | +32.0% |
| 6M | +17.9% | -35.3% | +53.3% | +24.2% |
| YTD | +87.7% | -53.4% | +141.1% | +104.7% |
| 1Y | +94.2% | -65.6% | +159.8% | +126.3% |
| 3Y | +27.2% | -5.1% | +32.3% | +5.4% |
| 5Y | +74.1% | +18.5% | +55.6% | +27.4% |
| All | +0.3% | +361.4% | -361.1% | -37.8% |
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