-9.6%
APA vs AVAV
+351.0%
-360.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.8% | +0.4% |
| 7D | -15.5% | -10.6% | -4.9% | -13.5% |
| 30D | +2.4% | -18.8% | +21.2% | +6.7% |
| 3M | +22.8% | -34.1% | +56.9% | +33.1% |
| 6M | +17.9% | -35.3% | +53.3% | +24.8% |
| YTD | +87.7% | -53.4% | +141.1% | +106.3% |
| 1Y | +94.2% | -65.6% | +159.8% | +128.1% |
| 3Y | +27.2% | -5.1% | +32.3% | +7.6% |
| 5Y | +74.1% | +18.5% | +55.6% | +30.9% |
| 10Y | +2.6% | +369.8% | -367.2% | -48.6% |
| All | -9.6% | +351.0% | -360.7% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling