+2,055.2%
APH vs AVAV
+478.6%
+1,576.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.5% | -45.3% | -47.3% |
| 7D | -48.7% | -5.0% | -43.7% | -48.0% |
| 30D | -51.9% | -13.9% | -38.0% | -50.4% |
| 3M | -43.6% | -29.2% | -14.3% | -40.3% |
| 6M | -37.5% | -36.1% | -1.4% | -33.1% |
| YTD | -38.6% | -40.2% | +1.6% | -34.3% |
| 1Y | -26.3% | -36.2% | +9.9% | -22.9% |
| 3Y | +89.2% | +47.5% | +41.7% | +59.2% |
| 5Y | +119.8% | +39.3% | +80.5% | +78.2% |
| 10Y | +454.3% | +482.6% | -28.3% | +200.4% |
| All | +2,055.2% | +478.6% | +1,576.6% | +923.4% |
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 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