+500.0%
APP vs AVAV
+1.0%
+499.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.5% | -0.6% | +6.9% |
| 7D | +71.2% | -10.6% | +81.8% | +75.0% |
| 30D | +39.1% | -18.8% | +57.9% | +46.3% |
| 3M | +16.5% | -34.1% | +50.7% | +29.7% |
| 6M | -16.6% | -35.3% | +18.8% | -9.4% |
| YTD | -41.9% | -53.4% | +11.4% | -32.2% |
| 1Y | -37.0% | -65.6% | +28.6% | -18.9% |
| 3Y | +892.4% | -5.1% | +897.5% | +698.4% |
| 5Y | +297.3% | +18.5% | +278.8% | +169.3% |
| All | +500.0% | +1.0% | +499.0% | +312.3% |
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