-30.1%
AR vs AVAV
+361.7%
-391.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.8% | +7.0% | -1.2% |
| 7D | -11.7% | -24.3% | +12.6% | -7.6% |
| 30D | +1.8% | -28.9% | +30.7% | +7.5% |
| 3M | +6.0% | -39.3% | +45.2% | +14.4% |
| 6M | -7.0% | -38.8% | +31.7% | -1.7% |
| YTD | +5.6% | -57.8% | +63.4% | +15.3% |
| 1Y | +10.8% | -70.9% | +81.7% | +29.9% |
| 3Y | +19.3% | -14.8% | +34.1% | +5.9% |
| 5Y | +73.3% | +7.3% | +66.0% | +40.3% |
| 10Y | +47.6% | +325.3% | -277.7% | -12.1% |
| All | -30.1% | +361.7% | -391.7% | -57.4% |
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