+528.8%
APP vs AVAV
+13.8%
+515.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.6% | -7.8% | +1.2% |
| 7D | +79.2% | +3.2% | +76.0% | +75.6% |
| 30D | +48.0% | -7.4% | +55.4% | +49.8% |
| 3M | +18.2% | -32.0% | +50.2% | +30.6% |
| 6M | -12.5% | -24.6% | +12.1% | -9.2% |
| YTD | -39.2% | -47.5% | +8.4% | -31.4% |
| 1Y | -33.9% | -61.5% | +27.6% | -17.6% |
| 3Y | +933.3% | +5.5% | +927.8% | +707.0% |
| 5Y | +295.9% | +35.7% | +260.1% | +158.0% |
| All | +528.8% | +13.8% | +515.1% | +317.2% |
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