+193.5%
APTV vs AVAV
+348.9%
-155.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | +4.8% | -2.2% | +7.0% | +5.2% |
| 30D | +2.0% | -13.9% | +15.9% | +4.8% |
| 3M | -34.2% | -29.2% | -5.0% | -30.8% |
| 6M | -34.7% | -36.1% | +1.5% | -30.5% |
| YTD | -37.0% | -40.2% | +3.2% | -33.4% |
| 1Y | -40.4% | -36.2% | -4.2% | -38.7% |
| 3Y | -54.1% | +47.5% | -101.6% | -63.7% |
| 5Y | -68.0% | +39.3% | -107.3% | -75.6% |
| 10Y | -15.5% | +482.6% | -498.1% | -55.7% |
| All | +193.5% | +348.9% | -155.5% | +57.2% |
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