+944.2%
APH vs AVAV
+339.7%
+604.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.4% | +9.9% | -9.5% | -1.3% |
| 30D | -8.0% | -5.4% | -2.6% | -7.2% |
| 3M | -5.0% | -36.5% | +31.5% | +2.4% |
| 6M | +29.9% | -25.3% | +55.2% | +34.0% |
| YTD | +18.0% | -48.6% | +66.5% | +28.0% |
| 1Y | +11.3% | -62.1% | +73.4% | +26.9% |
| 3Y | +274.9% | +2.3% | +272.6% | +243.4% |
| 5Y | +300.6% | +35.4% | +265.2% | +233.6% |
| All | +944.2% | +339.7% | +604.5% | +609.4% |
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