-28.2%
APTV vs AVAV
+327.1%
-355.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -1.0% |
| 7D | -5.0% | +18.4% | -23.4% | -8.2% |
| 30D | -12.3% | -4.9% | -7.4% | -12.0% |
| 3M | -19.9% | -37.7% | +17.7% | -13.3% |
| 6M | -29.4% | -28.4% | -0.9% | -27.0% |
| YTD | -49.0% | -50.0% | +1.0% | -44.8% |
| 1Y | -53.1% | -62.6% | +9.5% | -46.4% |
| 3Y | -48.9% | -0.6% | -48.3% | -56.4% |
| 5Y | -77.2% | +31.9% | -109.2% | -82.9% |
| All | -28.2% | +327.1% | -355.4% | -58.1% |
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