+193.0%
ARM vs AVAV
+13.2%
+179.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.6% | -5.9% | +2.7% |
| 7D | -5.3% | +3.2% | -8.5% | -6.2% |
| 30D | -30.0% | -7.4% | -22.6% | -28.4% |
| 3M | -34.1% | -32.0% | -2.1% | -26.5% |
| 6M | -12.6% | -24.6% | +11.9% | -7.2% |
| YTD | +70.4% | -47.5% | +117.9% | +89.6% |
| 1Y | +22.3% | -61.5% | +83.7% | +50.8% |
| 3Y | +261.2% | +5.5% | +255.7% | +201.3% |
| All | +193.0% | +13.2% | +179.8% | +142.0% |
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