+316.8%
APP vs AVAV
+1.5%
+315.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -8.3% | +19.0% | +13.2% |
| 7D | +4.5% | -10.1% | +14.6% | +7.5% |
| 30D | -3.6% | -18.7% | +15.1% | +2.1% |
| 3M | -35.3% | -33.0% | -2.2% | -27.9% |
| 6M | -42.8% | -37.2% | -5.6% | -36.9% |
| YTD | -59.7% | -53.2% | -6.5% | -52.6% |
| 1Y | -55.4% | -69.0% | +13.6% | -40.1% |
| 3Y | +592.0% | -5.5% | +597.5% | +462.3% |
| 5Y | +175.7% | +20.1% | +155.6% | +87.7% |
| All | +316.8% | +1.5% | +315.3% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling