+69.8%
APA vs AVAV
+18.1%
+51.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.8% | +1.4% |
| 7D | -15.5% | -10.6% | -4.9% | -14.4% |
| 30D | +2.4% | -18.8% | +21.2% | +4.7% |
| 3M | +22.8% | -34.1% | +56.9% | +28.3% |
| 6M | +17.9% | -35.3% | +53.3% | +21.8% |
| YTD | +87.7% | -53.4% | +141.1% | +98.5% |
| 1Y | +94.2% | -65.6% | +159.8% | +115.7% |
| 3Y | +27.2% | -5.1% | +32.3% | +8.6% |
| All | +69.8% | +18.1% | +51.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling