+503.8%
APP vs AVAV
+8.3%
+495.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -1.9% |
| 7D | +10.6% | +18.4% | -7.8% | +5.4% |
| 30D | +44.6% | -4.9% | +49.5% | +45.1% |
| 3M | +29.6% | -37.7% | +67.3% | +47.0% |
| 6M | -19.8% | -28.4% | +8.7% | -15.5% |
| YTD | -41.6% | -50.0% | +8.5% | -33.2% |
| 1Y | -32.7% | -62.6% | +29.9% | -15.5% |
| 3Y | +799.0% | -0.6% | +799.6% | +614.9% |
| 5Y | +250.4% | +31.9% | +218.4% | +130.2% |
| All | +503.8% | +8.3% | +495.5% | +306.4% |
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