+45.3%
AR vs AVAV
+361.4%
-316.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.3% | -2.5% |
| 7D | -14.3% | -10.6% | -3.7% | -12.8% |
| 30D | +1.4% | -18.8% | +20.2% | +4.6% |
| 3M | +3.4% | -34.1% | +37.5% | +9.8% |
| 6M | -2.1% | -35.3% | +33.3% | +2.5% |
| YTD | +4.7% | -53.4% | +58.1% | +12.2% |
| 1Y | +10.6% | -65.6% | +76.2% | +25.5% |
| 3Y | +24.6% | -5.1% | +29.7% | +7.6% |
| 5Y | +71.9% | +18.5% | +53.4% | +35.4% |
| All | +45.3% | +361.4% | -316.1% | -7.1% |
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