+144.3%
APTV vs AVAV
+294.0%
-149.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.6% | -11.4% | -1.2% |
| 7D | -9.8% | +3.2% | -12.9% | -10.7% |
| 30D | -8.9% | -7.4% | -1.5% | -8.1% |
| 3M | -19.5% | -32.0% | +12.6% | -14.1% |
| 6M | -31.1% | -24.6% | -6.6% | -29.5% |
| YTD | -47.5% | -47.5% | 0.0% | -43.7% |
| 1Y | -52.3% | -61.5% | +9.2% | -45.7% |
| 3Y | -45.2% | +5.5% | -50.7% | -53.4% |
| 5Y | -76.9% | +35.7% | -112.6% | -82.4% |
| 10Y | -25.1% | +379.1% | -404.2% | -59.4% |
| All | +144.3% | +294.0% | -149.8% | +33.0% |
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 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