-13.8%
APA vs AVAV
+478.6%
-492.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +0.5% | -2.2% | +2.8% | +1.0% |
| 30D | +23.4% | -13.9% | +37.3% | +27.0% |
| 3M | +12.7% | -29.2% | +41.9% | +18.8% |
| 6M | +39.4% | -36.1% | +75.6% | +47.8% |
| YTD | +79.0% | -40.2% | +119.2% | +87.5% |
| 1Y | +88.8% | -36.2% | +125.0% | +91.7% |
| 3Y | +6.4% | +47.5% | -41.2% | -19.0% |
| 5Y | +153.0% | +39.3% | +113.7% | +84.9% |
| 10Y | +7.5% | +482.6% | -475.0% | -48.3% |
| All | -13.8% | +478.6% | -492.4% | -62.0% |
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