+883.4%
APH vs AVAV
+361.4%
+522.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.5% | -6.3% | +2.2% |
| 7D | -5.9% | -10.6% | +4.6% | -4.0% |
| 30D | -14.8% | -18.8% | +4.0% | -11.7% |
| 3M | -12.4% | -34.1% | +21.7% | -6.3% |
| 6M | +8.1% | -35.3% | +43.4% | +14.4% |
| YTD | +10.9% | -53.4% | +64.3% | +22.5% |
| 1Y | +8.8% | -65.6% | +74.4% | +26.2% |
| 3Y | +262.1% | -5.1% | +267.1% | +236.3% |
| 5Y | +283.1% | +18.5% | +264.6% | +227.3% |
| All | +883.4% | +361.4% | +522.0% | +577.4% |
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