+193.1%
APD vs AVAV
+315.4%
-122.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.4% |
| 7D | +3.8% | +4.2% | -0.4% | +3.3% |
| 30D | +8.2% | -2.6% | +10.8% | +8.2% |
| 3M | +4.3% | -38.0% | +42.2% | +8.8% |
| 6M | +4.7% | -27.0% | +31.7% | +6.4% |
| YTD | +31.5% | -51.4% | +83.0% | +37.3% |
| 1Y | +23.5% | -60.2% | +83.8% | +31.5% |
| 3Y | +29.1% | -6.7% | +35.8% | +18.7% |
| 5Y | +15.9% | +28.3% | -12.4% | -1.5% |
| All | +193.1% | +315.4% | -122.3% | +104.8% |
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