+446.2%
APP vs AVAV
-8.5%
+454.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.8% | +40.9% | +33.8% |
| 7D | +39.7% | -24.3% | +64.0% | +50.1% |
| 30D | +27.7% | -28.9% | +56.6% | +39.5% |
| 3M | -14.8% | -39.3% | +24.5% | -3.2% |
| 6M | -25.5% | -38.8% | +13.2% | -18.1% |
| YTD | -47.2% | -57.8% | +10.6% | -36.6% |
| 1Y | -42.3% | -70.9% | +28.6% | -22.0% |
| 3Y | +806.8% | -14.8% | +821.6% | +652.4% |
| 5Y | +261.6% | +7.3% | +254.3% | +152.0% |
| All | +446.2% | -8.5% | +454.7% | +285.7% |
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