+4,317.5%
APH vs AVAV
+352.9%
+3,964.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.3% | +2.2% | -4.5% |
| 7D | -2.4% | -10.1% | +7.7% | -0.4% |
| 30D | -9.5% | -18.7% | +9.3% | -5.8% |
| 3M | -7.6% | -33.0% | +25.4% | -0.8% |
| 6M | +12.4% | -37.2% | +49.6% | +20.3% |
| YTD | +17.5% | -53.2% | +70.7% | +30.9% |
| 1Y | +16.4% | -69.0% | +85.4% | +39.9% |
| 3Y | +281.6% | -5.5% | +287.1% | +249.8% |
| 5Y | +317.7% | +20.1% | +297.6% | +246.1% |
| 10Y | +967.8% | +371.8% | +596.0% | +497.8% |
| All | +4,317.5% | +352.9% | +3,964.6% | +2,081.5% |
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