+640.7%
APD vs AVAV
+478.6%
+162.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | -2.2% | -2.2% | 0.0% | -1.9% |
| 30D | +2.1% | -13.9% | +16.0% | +4.1% |
| 3M | +7.2% | -29.2% | +36.4% | +11.3% |
| 6M | +11.2% | -36.1% | +47.4% | +16.1% |
| YTD | +24.4% | -40.2% | +64.6% | +29.1% |
| 1Y | +6.7% | -36.2% | +42.9% | +8.2% |
| 3Y | +9.2% | +47.5% | -38.3% | -8.2% |
| 5Y | +27.4% | +39.3% | -11.9% | +3.6% |
| 10Y | +164.8% | +482.6% | -317.7% | +48.6% |
| All | +640.7% | +478.6% | +162.1% | +265.7% |
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 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