+803.2%
APP vs AVAV
+1.7%
+801.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.9% |
| 7D | +61.1% | 0.0% | +61.1% | +59.8% |
| 30D | +42.8% | -9.9% | +52.7% | +45.4% |
| 3M | +16.7% | -34.7% | +51.4% | +28.3% |
| 6M | -15.6% | -26.6% | +11.0% | -12.2% |
| YTD | -41.3% | -48.9% | +7.6% | -34.4% |
| 1Y | -39.3% | -63.0% | +23.7% | -26.1% |
| 3Y | +803.2% | +1.6% | +801.6% | +673.7% |
| All | +803.2% | +1.7% | +801.5% | +673.7% |
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 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