+803.3%
APP vs AVAV
-14.7%
+818.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.8% | +40.9% | +33.2% |
| 7D | +39.7% | -24.3% | +64.0% | +48.2% |
| 30D | +27.7% | -28.9% | +56.6% | +37.4% |
| 3M | -14.8% | -39.3% | +24.5% | -5.2% |
| 6M | -25.5% | -38.8% | +13.2% | -19.4% |
| YTD | -47.2% | -57.8% | +10.6% | -38.3% |
| 1Y | -42.3% | -70.9% | +28.6% | -25.7% |
| All | +803.3% | -14.7% | +818.1% | +668.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling