-47.0%
APTV vs AVAV
-5.8%
-41.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.5% | -13.9% | -4.5% |
| 7D | -10.2% | -10.6% | +0.4% | -9.3% |
| 30D | -10.8% | -18.8% | +8.0% | -9.1% |
| 3M | -14.8% | -34.1% | +19.3% | -11.5% |
| 6M | -30.6% | -35.3% | +4.8% | -28.5% |
| YTD | -48.2% | -53.4% | +5.2% | -45.6% |
| 1Y | -52.0% | -65.6% | +13.7% | -48.1% |
| 3Y | -47.0% | -5.1% | -42.0% | -55.0% |
| All | -47.0% | -5.8% | -41.2% | -55.0% |
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