+95.5%
APA vs AVAV
-62.2%
+157.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.6% |
| 7D | +5.1% | +9.9% | -4.8% | +5.0% |
| 30D | +0.3% | -5.4% | +5.7% | 0.0% |
| 3M | +15.6% | -36.5% | +52.2% | +14.1% |
| 6M | +28.9% | -25.3% | +54.2% | +28.4% |
| YTD | +96.6% | -48.6% | +145.1% | +100.1% |
| 1Y | +95.5% | -62.1% | +157.6% | +97.7% |
| All | +95.5% | -62.2% | +157.7% | +97.7% |
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