+55.5%
AR vs AVAV
+360.4%
-304.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +2.1% | +9.9% | -7.8% | +0.4% |
| 30D | +4.5% | -5.4% | +9.9% | +5.1% |
| 3M | +1.0% | -36.5% | +37.5% | +8.1% |
| 6M | +4.4% | -25.3% | +29.7% | +6.7% |
| YTD | +10.9% | -48.6% | +59.5% | +16.9% |
| 1Y | +8.6% | -62.1% | +70.6% | +21.3% |
| 3Y | +48.5% | +2.3% | +46.2% | +26.9% |
| 5Y | +95.7% | +35.4% | +60.4% | +50.4% |
| 10Y | +55.5% | +345.1% | -289.6% | -1.6% |
| All | +55.5% | +360.4% | -304.9% | -1.6% |
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