+174.6%
ARM vs AVAV
+0.5%
+174.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.5% | -5.7% | +1.5% |
| 7D | -15.2% | -10.6% | -4.6% | -12.1% |
| 30D | -40.7% | -18.8% | -21.9% | -36.7% |
| 3M | -39.1% | -34.1% | -5.0% | -31.4% |
| 6M | -26.4% | -35.3% | +8.9% | -17.9% |
| YTD | +59.7% | -53.4% | +113.1% | +84.6% |
| 1Y | +10.3% | -65.6% | +76.0% | +41.1% |
| 3Y | +228.9% | -5.1% | +233.9% | +184.8% |
| All | +174.6% | +0.5% | +174.1% | +135.6% |
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