-35.7%
AUR vs AVAV
+32.9%
-68.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +1.4% | +1.4% | 0.0% | +0.8% |
| 30D | -6.4% | -24.3% | +17.9% | +2.5% |
| 3M | +7.7% | -20.1% | +27.8% | +13.4% |
| 6M | +44.5% | -29.4% | +73.9% | +56.5% |
| YTD | +67.4% | -39.3% | +106.8% | +85.8% |
| 1Y | +15.4% | -39.3% | +54.8% | +26.9% |
| 3Y | +94.8% | +29.5% | +65.4% | +39.6% |
| 5Y | -35.1% | +56.3% | -91.4% | -64.8% |
| All | -35.7% | +32.9% | -68.6% | -65.1% |
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