-24.2%
AR vs AVAV
+554.2%
-578.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +2.5% | -2.2% | +4.7% | +2.9% |
| 30D | +14.8% | -13.9% | +28.7% | +17.4% |
| 3M | +6.2% | -29.2% | +35.5% | +10.9% |
| 6M | +4.3% | -36.1% | +40.4% | +9.6% |
| YTD | +14.4% | -40.2% | +54.6% | +18.3% |
| 1Y | +21.3% | -36.2% | +57.5% | +22.8% |
| 3Y | +39.8% | +47.5% | -7.7% | +11.8% |
| 5Y | +142.1% | +39.3% | +102.8% | +88.6% |
| 10Y | +52.0% | +482.6% | -430.5% | -13.8% |
| All | -24.2% | +554.2% | -578.5% | -56.3% |
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