+668.3%
AU vs AVAV
+520.8%
+147.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.4% | -8.7% | -4.7% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | +7.3% | -25.0% | +32.3% | +10.2% |
| 3M | +33.2% | -15.0% | +48.2% | +34.5% |
| 6M | -0.6% | -33.6% | +33.0% | +2.4% |
| YTD | +26.2% | -39.2% | +65.4% | +29.6% |
| 1Y | +68.3% | -40.5% | +108.7% | +72.4% |
| 3Y | +592.1% | +29.6% | +562.5% | +546.2% |
| 5Y | +685.3% | +56.7% | +628.5% | +608.9% |
| All | +668.3% | +520.8% | +147.5% | +572.5% |
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