+45.3%
AR vs AVAV
+48.2%
-3.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +2.5% | -2.2% | +4.7% | +2.6% |
| 30D | +14.8% | -13.9% | +28.7% | +15.8% |
| 3M | +6.2% | -29.2% | +35.5% | +8.3% |
| 6M | +4.3% | -36.1% | +40.4% | +6.9% |
| YTD | +14.4% | -40.2% | +54.6% | +15.3% |
| 1Y | +21.3% | -36.2% | +57.5% | +21.0% |
| All | +45.3% | +48.2% | -3.0% | +32.1% |
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 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