-57.9%
AUR vs AVAV
+6.4%
-64.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.3% |
| 7D | -4.5% | +4.2% | -8.8% | -5.9% |
| 30D | -16.6% | -2.6% | -14.1% | -16.6% |
| 3M | -38.5% | -38.0% | -0.5% | -28.6% |
| 6M | -49.9% | -27.0% | -22.9% | -46.6% |
| YTD | +9.6% | -51.4% | +61.1% | +29.9% |
| 1Y | +1.2% | -60.2% | +61.4% | +28.3% |
| 3Y | +128.8% | -6.7% | +135.5% | +84.1% |
| 5Y | -57.9% | +28.3% | -86.2% | -75.6% |
| All | -57.9% | +6.4% | -64.3% | -75.6% |
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