+4,521.1%
APH vs AVAV
+478.6%
+4,042.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | +5.0% | -2.2% | +7.2% | +5.4% |
| 30D | -3.9% | -13.9% | +10.1% | -1.3% |
| 3M | +13.0% | -29.2% | +42.2% | +19.0% |
| 6M | +25.2% | -36.1% | +61.3% | +33.3% |
| YTD | +22.9% | -40.2% | +63.1% | +31.0% |
| 1Y | +47.8% | -36.2% | +84.0% | +54.0% |
| 3Y | +283.0% | +47.5% | +235.5% | +220.6% |
| 5Y | +349.7% | +39.3% | +310.4% | +262.9% |
| 10Y | +1,061.2% | +482.6% | +578.7% | +526.3% |
| All | +4,521.1% | +478.6% | +4,042.5% | +2,083.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling