+4.5%
APA vs AVAV
+360.4%
-355.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | +5.1% | +9.9% | -4.8% | +2.8% |
| 30D | +0.3% | -5.4% | +5.7% | +0.9% |
| 3M | +15.6% | -36.5% | +52.2% | +25.1% |
| 6M | +28.9% | -25.3% | +54.2% | +31.5% |
| YTD | +96.6% | -48.6% | +145.1% | +110.0% |
| 1Y | +95.5% | -62.1% | +157.6% | +123.1% |
| 3Y | +41.8% | +2.3% | +39.5% | +15.8% |
| 5Y | +85.4% | +35.4% | +50.0% | +31.3% |
| 10Y | +4.5% | +345.1% | -340.5% | -36.8% |
| All | +4.5% | +360.4% | -355.9% | -36.8% |
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