+133.7%
AS vs AVAV
-16.3%
+150.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.6% | -1.2% |
| 7D | +7.1% | -24.3% | +31.4% | +10.3% |
| 30D | +12.8% | -28.9% | +41.7% | +16.9% |
| 3M | -14.7% | -39.3% | +24.5% | -10.3% |
| 6M | -9.9% | -38.8% | +28.8% | -6.3% |
| YTD | -16.1% | -57.8% | +41.7% | -10.4% |
| 1Y | +0.2% | -70.9% | +71.1% | +12.4% |
| All | +133.7% | -16.3% | +150.0% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling