+268.0%
APH vs AVAV
+7.1%
+260.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.8% | +0.5% | -7.7% |
| 7D | -12.7% | -24.3% | +11.6% | -8.6% |
| 30D | -19.2% | -28.9% | +9.7% | -14.5% |
| 3M | -16.7% | -39.3% | +22.6% | -10.1% |
| 6M | +5.1% | -38.8% | +43.9% | +11.9% |
| YTD | +6.6% | -57.8% | +64.4% | +18.8% |
| 1Y | +3.9% | -70.9% | +74.8% | +22.0% |
| 3Y | +246.0% | -14.8% | +260.8% | +235.1% |
| 5Y | +268.0% | +7.3% | +260.7% | +253.4% |
| All | +268.0% | +7.1% | +260.9% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling