+134.9%
AS vs AVAV
-7.6%
+142.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -0.7% |
| 7D | +6.9% | -10.6% | +17.5% | +8.0% |
| 30D | +16.0% | -18.8% | +34.8% | +18.4% |
| 3M | -12.8% | -34.1% | +21.3% | -9.2% |
| 6M | -15.4% | -35.3% | +20.0% | -12.5% |
| YTD | -15.7% | -53.4% | +37.6% | -11.0% |
| 1Y | +6.1% | -65.6% | +71.7% | +16.6% |
| All | +134.9% | -7.6% | +142.4% | +140.7% |
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