-20.0%
APTV vs AVAV
+516.1%
-536.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.9% | -7.5% | -5.2% |
| 7D | +2.0% | +3.2% | -1.2% | +1.3% |
| 30D | -7.7% | -20.3% | +12.6% | -3.9% |
| 3M | -34.0% | -19.4% | -14.6% | -32.3% |
| 6M | -37.1% | -35.3% | -1.8% | -33.3% |
| YTD | -39.9% | -38.5% | -1.4% | -37.0% |
| 1Y | -44.4% | -37.2% | -7.2% | -42.7% |
| 3Y | -54.5% | +31.1% | -85.6% | -63.0% |
| 5Y | -69.1% | +41.0% | -110.1% | -76.7% |
| 10Y | -20.0% | +508.8% | -528.8% | -53.3% |
| All | -20.0% | +516.1% | -536.1% | -53.3% |
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