+162.2%
ARM vs AVAV
-9.0%
+171.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -9.8% | -3.2% | -10.0% |
| 7D | -27.1% | -24.3% | -2.8% | -20.3% |
| 30D | -44.9% | -28.9% | -16.0% | -38.7% |
| 3M | -39.3% | -39.3% | 0.0% | -29.8% |
| 6M | -20.2% | -38.8% | +18.6% | -9.1% |
| YTD | +52.5% | -57.8% | +110.3% | +82.0% |
| 1Y | +4.1% | -70.9% | +75.0% | +40.6% |
| 3Y | +211.7% | -14.8% | +226.5% | +179.0% |
| All | +162.2% | -9.0% | +171.2% | +132.2% |
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