+269.3%
APLD vs AVAV
+14.1%
+255.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.6% | +7.0% |
| 7D | +7.8% | +9.9% | -2.0% | +3.8% |
| 30D | -23.0% | -5.4% | -17.6% | -21.0% |
| 3M | -39.7% | -36.5% | -3.1% | -26.9% |
| 6M | -59.8% | -25.3% | -34.6% | -56.4% |
| YTD | -27.0% | -48.6% | +21.6% | -7.8% |
| 1Y | -37.3% | -62.1% | +24.8% | -9.2% |
| 3Y | +281.9% | +2.3% | +279.6% | +193.8% |
| All | +269.3% | +14.1% | +255.1% | +97.8% |
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